Fast enclosure for the minimal nonnegative solution to the nonsymmetric T-Riccati equation
A fast algorithm is proposed for numerically computing an interval matrix containing the minimal nonnegative solution to the nonsymmetric T-Riccati equation. The cost of this algorithm is cubic plus that for numerically solving the equation. The algorithm proves that the solution contained in the in...
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| Published in | Calcolo Vol. 59; no. 3 |
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| Main Author | |
| Format | Journal Article |
| Language | English |
| Published |
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Springer International Publishing
01.09.2022
Springer Nature B.V |
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| Abstract | A fast algorithm is proposed for numerically computing an interval matrix containing the minimal nonnegative solution to the nonsymmetric T-Riccati equation. The cost of this algorithm is cubic plus that for numerically solving the equation. The algorithm proves that the solution contained in the interval matrix is unique and equal to the minimal nonnegative solution. Numerical results show the efficiency of the algorithm. |
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| AbstractList | A fast algorithm is proposed for numerically computing an interval matrix containing the minimal nonnegative solution to the nonsymmetric T-Riccati equation. The cost of this algorithm is cubic plus that for numerically solving the equation. The algorithm proves that the solution contained in the interval matrix is unique and equal to the minimal nonnegative solution. Numerical results show the efficiency of the algorithm. |
| ArticleNumber | 31 |
| Author | Miyajima, Shinya |
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| Title | Fast enclosure for the minimal nonnegative solution to the nonsymmetric T-Riccati equation |
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