ALGORITHMS FOR THE RICCATI EQUATION WITH A NONSINGULAR M-MATRIX


I. Ivanov, N. Baeva

 Abstract:  We consider di erent algorithms with linear rate of convergence for computing the minimal nonnegative solution of M-matrix algebraic Riccati equation. The performance of the considered algorithms are illustrated on numerical examples.

MSC: 15A24, 65F45.

keywords: M-matrix, iterative methods, algorithm, convergence rate, nonnegative solution.

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DOI   10.56082/annalsarscimath.2023.1-2.205

iwelin.ivanow@shu.bg Konstantin Preslavsky University of Shumen, Kolej Dobrich, Dobrich,

n.baeva@nvna.eu Nikola Vaptsarov Naval Academy, 73 , Vasil Drumev Str., Varna 9002, Bulgaria, Paper written with nancial support of the Bulgarian Ministry of Education and Science under the National Program Young Scientists and Postdoctoral Students- 2


PUBLISHED in Annals Academy of Romanian Scientists Series on Mathematics and Its ApplicationVolume 15 no 1-2, 2023