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Highly accurate decoupled doubling algorithm for large-scale M-matrix algebraic Riccati equations
Zhen-Chen Guo, Eric King-wah Chu, Xin Liang
We consider the numerical solution of large-scale M-matrix algebraic Riccati equations with low-rank structures. We derive a new doubling iteration, decoupling the four original it…
Decoupled Structure-Preserving Doubling Algorithm with Truncation for Large-Scale Algebraic Riccati Equations
Zhen-Chen Guo, Eric King-Wah Chu, Xin Liang +1
In \emph{Guo et al, arXiv:2005.08288}, we propose a decoupled form of the structure-preserving doubling algorithm (dSDA). The method decouples the original two to four coupled recu…
A decoupled form of the structure-preserving doubling algorithm with low-rank structures
Zhen-Chen Guo, Eric King-Wah Chu, Xin Liang +1
The structure-preserving doubling algorithm (SDA) is a fairly efficient method for solving problems closely related to Hamiltonian (or Hamiltonian-like) matrices, such as computing…