研究生: |
張志鵬 Chih-Peng Chang |
---|---|
論文名稱: |
一種保持結構平方演算法解非對稱代數黎卡迪方程 A Structure-Preserving Doubling Algorithm for Nonsymmetric Algebraic Riccati Equation |
指導教授: |
林文偉
Wen-Wei Lin |
口試委員: | |
學位類別: |
碩士 Master |
系所名稱: |
理學院 - 數學系 Department of Mathematics |
論文出版年: | 2005 |
畢業學年度: | 93 |
語文別: | 英文 |
論文頁數: | 30 |
中文關鍵詞: | 非線性黎卡迪方程 、演算法 |
外文關鍵詞: | Nonsymmetric Algebraic Riccati Equation |
相關次數: | 點閱:2 下載:0 |
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本篇論文的內容主要在描述:在一個非對稱代數黎卡迪方程中,在適當的限制條件下,我們將可得到一個唯一的最小非負解,利用保持結構平方演算法(Structure-Preserving Doubling Algorithm),我們可以找出此解。
並且我們知道經由此演算法所求得最小非負解的過程為二次收歛,再比較其他現有的演算法解非對稱代數黎卡迪方程,保持結構平方演算法大幅縮短計算機求解的所需時間。
In this paper we consider the nonsymmetric algebraic Riccati
equation (NARE) for which the four coefficient matrices form an M-matrix. Nonsymmetric algebraic Riccati equations of this type appear in applied probability and transport theory. The minimal nonnegative solution of these equations can be found by a structure-preserving doubling algorithm (SDA).
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