| 广义ALI算法求解非对称代数Riccati方程最小非负解 |
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| 引用本文： | 胡伟东.广义ALI算法求解非对称代数Riccati方程最小非负解[J].兰州工业高等专科学校学报,2010,17(5):8-11. |
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| 作者姓名： | 胡伟东 |
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| 作者单位： | 绍兴职业技术学院计算机系,浙江绍兴312000 |
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| 摘 要： | 当非对称代数Riccati方程的4个常数矩阵所组成的矩阵K为非奇异M-矩阵时,ALI算法已经被证实对求解非对称代数Riccati方程最小非负解是一种有效的算法.给出广义ALI算法,并验证ALI算法是广义ALI算法的一种特殊形式.
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| 关 键 词： | 非对称代数Riccati方程 最小非负解 M-矩阵 |
Generalized ALI Algorithm for the Minimal Nonnegative Solutions to the Nonsymmetric Algebraic Riccati Equations |
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| HU Wei-dong.Generalized ALI Algorithm for the Minimal Nonnegative Solutions to the Nonsymmetric Algebraic Riccati Equations[J].Journal of Lanzhou Higher Polytechnical College,2010,17(5):8-11. |
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| Authors: | HU Wei-dong |
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| Affiliation: | HU Wei-dong(The Computer Department of Shaoxing Vocational Institute of Technology,Shaoxing 312000,China) |
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| Abstract: | Let M be an M-matrix which is composed of four coefficient matrices of nonsymmetric algebraic Riccati eauation.The ALI algorithm has been proven to be feasible to find the minimal nonnegative solutions to the nonsymmetric algebraic Riccati equations in the case that M is a nonsingular M-matrix.A generalized ALI algorithm is given and it is verified that ALI algorithm is a special form of the generalized ALI algorithm. |
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| Keywords: | nonsymmetric algebraic Riccati equation minimal nonnegative solution M-matrix |
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