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Performance enhancement of doubling algorithms for a class of complex nonsymmetric algebraic Riccati equations. (English) Zbl 1320.65063

The authors present a preprocessing procedure for doubling algorithms used in computation of \(M\)-matrix algebraic Riccati equations which appears in Markov modulated fluid flows. Besides that, also new strategies for choosing parameters for doubling algorithms are proposed. Through numerical experiments it is shown that in some difficult cases the use of such strategies after the preprocessing procedure can be very effective.

MSC:

65F30 Other matrix algorithms (MSC2010)
15A24 Matrix equations and identities