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arxiv: 1503.07226 · v1 · pith:QPUQEW44new · submitted 2015-03-24 · 🧮 math.NA

A note on algebraic Riccati equations associated with reducible singular M-matrices

classification 🧮 math.NA
keywords algebraicassociatedequationsm-matricesminimalnonnegativereduciblericcati
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We prove a conjecture about the minimal nonnegative solutions of algebraic Riccati equations associated with reducible singular M-matrices. The result enhances our understanding of the behaviour of doubling algorithms for finding the minimal nonnegative solutions.

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