@Article{NMTMA-14-3, author = {Li, Jicheng and Xuenian, Liu and Liqiang, Dong and Li, Jicheng and Xuenian, Liu}, title = {A Parameterized Class of Complex Nonsymmetric Algebraic Riccati Equations}, journal = {Numerical Mathematics: Theory, Methods and Applications}, year = {2021}, volume = {14}, number = {3}, pages = {650--691}, abstract = {

In this paper, by introducing a definition of parameterized comparison matrix of a given complex square matrix, the solvability of a parameterized class of complex nonsymmetric algebraic Riccati equations (NAREs) is discussed. The existence and uniqueness of the extremal solutions of the NAREs is proved. Some classical numerical methods can be applied to compute the extremal solutions of the NAREs, mainly including the Schur method, the basic fixed-point iterative methods, Newton's method and the doubling algorithms. Furthermore, the linear convergence of the basic fixed-point iterative methods and the quadratic convergence of Newton's method and the doubling algorithms are also shown. Moreover, some concrete parameter selection strategies in complex number field for the doubling algorithms are also given. Numerical experiments demonstrate that our numerical methods are effective.

}, issn = {2079-7338}, doi = {https://doi.org/10.4208/nmtma.OA-2019-0140}, url = {https://global-sci.com/article/90315/a-parameterized-class-of-complex-nonsymmetric-algebraic-riccati-equations} }