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	A modified large-scale structure-preserving doubling algorithm for a large-scale Riccati equation from transport theory
	Guo, Pei-Chang
	2016
关键词	Large-scale nonsymmetric algebraic Riccati equation Large-scale structure-preserving doubling algorithm Balancing strategy Appropriate initial matrices Transport theory ITERATIVE SCHEMES MATRICES
英文摘要	A large scale nonsymmetric algebraic Riccati equation XCX-XE-AX+ B = 0 arising in transport theory is considered, where the n x n coefficient matrices B, C are symmetric and low-ranked and A, E are rank one updates of nonsingular diagonal matrices. By introducing a balancing strategy and setting appropriate initial matrices carefully, we can simplify the large-scale structure-preserving doubling algorithm (SDA_ls) for this special equation. We give modified large-scale structure-preserving doubling algorithm, which can reduce the flop count of original SDA_ls by half. Numerical experiments illustrate the effectiveness of our method.; SCI(E); ARTICLE; guopeichang@pku.edu.cn; 3; 541-552; 71
语种	英语
出处	SCI
出版者	NUMERICAL ALGORITHMS
内容类型	其他
源URL	[http://hdl.handle.net/20.500.11897/438516]
专题	数学科学学院
推荐引用方式 GB/T 7714	Guo, Pei-Chang. A modified large-scale structure-preserving doubling algorithm for a large-scale Riccati equation from transport theory. 2016-01-01.

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