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A subspace shift technique for solving close-to-critical nonsymmetric algebraic Riccati equations
A subspace shift technique close-to-critical nonsymmetric algebraic Riccati equations
2010/11/11
The worst situation in computing the minimal nonnegative solution $X_*$ of a nonsymmetric algebraic Riccati equation $\mathcal R(X)=0$ associated with an M-matrix occurs when the derivative of $\math...