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Strange Nonsymmetric Algebraic Riccati Equation Numerical Solution

Posted on:2011-10-13Degree:MasterType:Thesis
Country:ChinaCandidate:C X LiFull Text:PDF
GTID:2120330332964746Subject:Computational Mathematics
Abstract/Summary:PDF Full Text Request
In disciplines and so on transmission question, application probability, transport theory meets a kind of matrix equation asymmetrical algebra Riccati equation frequently, originates specially in the transmission question this equation coefficient matrix has the special structure.In practical application, what the people cared is its smallest nonnegative solution, about the smallest nonnegative solution's existence, the nature as well as the solution had many literature to discuss and to study, and obtained a series of achievements.This article first reviewed this equation origin, the background as well as the research present situation. Has given some about this equation fundamental lemma and the algorithm;Then according to the displacement skill,makes the improvement under the strange situation to the fixed point repetitive process and the Newton iteration method, caused it to form the new algorithm;Finally has given some value example.The this article place of innovation:Make the improvement to under the strange situation's fixed point repetitive process and the Newton iteration method,causes the asymmetrical algebra Riccati equation to be possible to extract the smallest nonnegative solution.
Keywords/Search Tags:Sma11est nonnegative solution, Displacement skill, Fixed point iteration method, Newton iteration method
PDF Full Text Request
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