2 papers
math.NA2025
Flexible fixed-point iteration and its applications for nonsymmetric algebraic Riccati equations
Zhen-Chen Guo, Xin Liang
In this paper, we reveal the intrinsic Toeplitz structure in the unique stabilizing solution for nonsymmetric algebraic Riccati equations by employing a shift-involved fixed-point…
math.NA2024
An RADI-type method for stochastic continuous-time algebraic Riccati equations
Zhen-Chen Guo, Xin Liang
In this paper, we propose an RADI-type method for large-scale stochastic continuous-time algebraic Riccati equations with sparse and low-rank matrices. This new variant of RADI-typ…