Browsing Department of Mathematics by Author "Wang, Weichao"

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    • Numerical Studies For M-Matrix Algebraic Riccati Equations 

      Wang, Weichao (Mathematics, 2013-10-22)
      A new doubling algorithm - Alternating-Directional Doubling Algorithm (ADDA) - is developed for computing the unique minimal nonnegative solution of an M-Matrix Algebraic Riccati Equation (MARE). It is argued by both ...