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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).

    Contents 1.Introduction.................................1 1.1 Overview.................................1 1.2 Preliminaries............................2 2.Doubling Transformation......................4 3.SDA Algorithm................................7 4.Convergence Analysis of Algorithm SDA.......13 5.Parameter r.................................16 6.Numerical Examples..........................18 Referecnes....................................27

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