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1.
We consider the algebraic Riccati equation for which the four coefficient matrices form an M-matrix K. When K is a nonsingular M-matrix or an irreducible singular M-matrix, the Riccati equation is known to have a minimal nonnegative solution and several efficient methods are available to find this solution. In this paper we are mainly interested in the case where K is a reducible singular M-matrix. Under a regularity assumption on the M-matrix K, we show that the Riccati equation still has a minimal nonnegative solution. We also study the properties of this particular solution and explain how the solution can be found by existing methods.  相似文献   

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A classical perturbation result for nonsingular systems of linear algebraic equations is extended to general consistent systems under any norm. An optimal perturbation result is also obtained for general linear least squares problems under a Euclidean norm.  相似文献   

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The numerical solution of the initial value problem for a system of delay integrodifferential algebraic equations is examined in the framework of the parametric continuation method. Necessary and sufficient conditions are obtained for transforming this problem to the best argument, which is the arc length along the integral curve of the problem. The efficiency of the transformation is demonstrated using test examples.  相似文献   

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An iterative solution process for systems of linear algebraic equations is proposed. It converges starting from any initial approximation and theoretically does not require preliminary transformation of the input data.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 55, pp. 64–68, 1985.  相似文献   

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Summary. In this paper, some sharp perturbation bounds for the Hermitian positive semi-definite solution to an algebraic Riccati equation are developed. A further analysis for these bounds is done. This analysis shows that there is, presumably, some intrinsic relation between the sensitivity of the solution to the algebraic Riccati equation and the distance of the spectrum of the closed-loop matrix from the imaginary axis. Received December 16, 1994  相似文献   

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In the present work, we present a numerical method for the computation of approximate solutions for large continuous-time algebraic Riccati equations. The proposed method is a method of projection onto a matrix Krylov subspace. We use a matrix Arnoldi process to construct an orthonormal basis. We give some theoretical results and numerical experiments for large problems.  相似文献   

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For the acceleration of the convergence of the iterative methods for solving systems of linear algebraic equations with dense matrices, one suggests the use of sparse explicit preconditioners, based on the minimization of quadratic functionals and admitting adaptive refinement. One gives the results of test computations for exterior potential flow problems.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 154, pp. 90–100, 1986.The author considers it a pleasant duty to express here gratitude to A. T. Berland and V. A. Galaev for placing at my disposal a program for the generation of a test problem and to A. Yu. Eremin for assistance in carrying out the numerical experiments.  相似文献   

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In this paper, we study several reachability and controllability definitions for linear, autonomous systems of degenerate ordinary differential equations. We try to identify the most interesting among them; we prove the connections with stabilizability and full stabilizability properties of the systems, which are also studied. In particular, we show the connection of the stabilizability property with the existence of special solutions of a suitable version of the Riccati equation.This paper was written under the auspices of GNAFA-CNR (Gruppo Nazionale per l'Analisi Funzionale e le sue Applicazioni, Consiglio Nazionale delle Ricerche), Rome Italy.  相似文献   

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When Newton's method is applied to find the maximal symmetric solution of an algebraic Riccati equation, convergence can be guaranteed under moderate conditions. In particular, the initial guess need not be close to the solution. The convergence is quadratic if the Fréchet derivative is invertible at the solution. In this paper we examine the behaviour of the Newton iteration when the derivative is not invertible at the solution. We find that a simple modification can improve the performance of the Newton iteration dramatically.

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15.
For the algebraic Riccati equation whose four coefficient matrices form a nonsingular M-matrix or an irreducible singular M-matrix K, the minimal nonnegative solution can be found by Newton’s method and the doubling algorithm. When the two diagonal blocks of the matrix K have both large and small diagonal entries, the doubling algorithm often requires many more iterations than Newton’s method. In those cases, Newton’s method may be more efficient than the doubling algorithm. This has motivated us to study Newton-like methods that have higher-order convergence and are not much more expensive each iteration. We find that the Chebyshev method of order three and a two-step modified Chebyshev method of order four can be more efficient than Newton’s method. For the Riccati equation, these two Newton-like methods are actually special cases of the Newton–Shamanskii method. We show that, starting with zero initial guess or some other suitable initial guess, the sequence generated by the Newton–Shamanskii method converges monotonically to the minimal nonnegative solution.We also explain that the Newton-like methods can be used to great advantage when solving some Riccati equations involving a parameter.  相似文献   

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Systems of linear nonautonomous delay differential equations are considered which are of the form yi(t) = ∑k = 1n0T bik(t, s) yk(ts) dηik(s) − ci(t) yi(t), where I = 1,…, n. Sufficient conditions are derived for both the asymptotic stability and the instability of the zero solution. The main result is found by a monotone technique using elementary methods only. Moreover, additional criteria are obtained by using the method of Lyapunov functionals.  相似文献   

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We introduce some general concepts and propositions relating to symbolic computation on a computer. We analyze the suitability of the known numerical methods for solving systems of linear algebraic equations with symbolic elements. We propose efficient algorithms for solving dense systems and certain sparse systems by branching continued fractions.Translated fromMatematicheskie Metody i Fiziko-Mekhanicheskie Polya, Issue 34, 1991, pp. 29–35.  相似文献   

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In the present paper, we present block Arnoldi-based methods for the computation of low rank approximate solutions of large discrete-time algebraic Riccati equations (DARE). The proposed methods are projection methods onto block or extended block Krylov subspaces. We give new upper bounds for the norm of the error obtained by applying these block Arnoldi-based processes. We also introduce the Newton method combined with the block Arnoldi algorithm and present some numerical experiments with comparisons between these methods.  相似文献   

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We develop index theories for linear selfadjoint operator equations and investigate multiple solutions for asymptotically linear operator equations. The operator equations consist of two kinds: the first has finite Morse index and can be used to investigate second order Hamiltonian systems and elliptic partial differential equations; the second may have infinite Morse index and can be used to investigate first order Hamiltonian systems.  相似文献   

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We study the problem when an infinite system of linear functional equations


has a real analytic solution on for every right-hand side and give a complete characterization of such sequences of analytic functionals . We also show that every open set has a complex neighbourhood such that the positive answer is equivalent to the positive answer for the analogous question with solutions holomorphic on .

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