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A new class of complex nonsymmetric algebraic Riccati equations

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 نشر من قبل Liqiang Dong
 تاريخ النشر 2018
  مجال البحث
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In this paper, we first propose a new parameterized definition of comparison matrix of a given complex matrix, which generalizes the definition proposed by cite {Axe1}. Based on this, we propose a new class of complex nonsymmetric algebraic Riccati equations (NAREs) which extends the class of nonsymmetric algebraic Riccati equations proposed by cite {Axe1}. We also generalize the definition of the extremal solution of an NARE and show that the extremal solution of an NARE exists and is unique. Some classical algorithms can be applied to search for the extremal solution of an NARE, including Newtons method, some fixed-point iterative methods and doubling algorithms. Besides, we show that Newtons method is quadratically convergent and the fixed-point iterative method is linearly convergent. We also give some concrete strategies for choosing suitable parameters such that the doubling algorithms can be used to deliver the extremal solutions, and show that the two doubling algorithms with suitable parameters are quadratically convergent. Numerical experiments show that our strategies for parameters are effective.



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