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.
Reviewer: Edgar Pereira (Natal)
MSC:
65F30 | Other matrix algorithms (MSC2010) |
15A24 | Matrix equations and identities |