Iterative Solution of a Nonsymmetric Algebraic Riccati Equation.

Chun-Hua Guo Nicholas J. Higham

Published in: SIAM J. Matrix Anal. Appl. (2007)

Keyphrases

hamilton jacobi
mathematical model
differential equations
linear equations
iterative methods
nonlinear equations
multistage stochastic
search algorithm
numerical methods
matrix inversion
algebraic geometry