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研究生:張志鵬
研究生(外文):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
論文名稱(外文):A Structure-Preserving Doubling Algorithm for Nonsymmetric Algebraic Riccati Equation
指導教授:林文偉林文偉引用關係
指導教授(外文):Wen-Wei Lin
學位類別:碩士
校院名稱:國立清華大學
系所名稱:數學系
學門:數學及統計學門
學類:數學學類
論文種類:學術論文
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
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  • 被引用被引用:0
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  • 下載下載:12
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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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