Effects of a parameter on a nonsymmetric algebraic Riccati equation

Linzhang Lu; Kwok Po NG

doi:10.1016/j.amc.2004.11.029

Effects of a parameter on a nonsymmetric algebraic Riccati equation

Linzhang Lu^*, Kwok Po NG

^*Corresponding author for this work

Department of Mathematics

Research output: Contribution to journal › Journal article › peer-review

5 Citations (Scopus)

Abstract

In this paper, we are interested in a nonsymmetric algebraic Riccati equation arising in transport theory. The effects of a parameter α on the minimal positive solution X*(α) of this equation are studied. We show that X*(α) decreases in α only when α is close to one and X*(α) cannot attain its maximum for α ∈ [0, 1). A matrix lower bound and a matrix upper bound for X*(α) are also given.

Original language	English
Pages (from-to)	753-761
Number of pages	9
Journal	Applied Mathematics and Computation
Volume	172
Issue number	2 SPEC. ISS.
DOIs	https://doi.org/10.1016/j.amc.2004.11.029
Publication status	Published - 15 Jan 2006

Scopus Subject Areas

Computational Mathematics
Applied Mathematics

User-Defined Keywords

M-matrices
Minimal positive solution
Nonsymmetric algebraic Riccati equation

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10.1016/j.amc.2004.11.029

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AB - In this paper, we are interested in a nonsymmetric algebraic Riccati equation arising in transport theory. The effects of a parameter α on the minimal positive solution X*(α) of this equation are studied. We show that X*(α) decreases in α only when α is close to one and X*(α) cannot attain its maximum for α ∈ [0, 1). A matrix lower bound and a matrix upper bound for X*(α) are also given.

KW - M-matrices

KW - Minimal positive solution

KW - Nonsymmetric algebraic Riccati equation

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DO - 10.1016/j.amc.2004.11.029

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JO - Applied Mathematics and Computation

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IS - 2 SPEC. ISS.

ER -

Effects of a parameter on a nonsymmetric algebraic Riccati equation

Abstract

Scopus Subject Areas

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