Numerical solutions of Quaternionic Riccati equations

被引：0
|
作者：
Xiongyu Shao
Yimin Wei
Eric King-wah Chu
机构：
[1] Fudan University,School of Mathematical Sciences
[2] Fudan University,School of Mathematical Sciences and Shanghai Key Laboratory of Contemporary Applied Mathematics
[3] Monash University,School of Mathematics
来源：
Journal of Applied Mathematics and Computing | 2023年 / 69卷
关键词：
Nonsymmetric algebraic Riccati equation; Quaternionic matrix; Comparison matrix; matrix; Fixed-point iteration; 15A18; 65F15;
D O I：
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中图分类号：
学科分类号：
摘要：
Inspired by the study of complex nonsymmetric algebraic Riccati equations, we investigate nonsymmetric algebraic Riccati equations for quaternionic matrices. We introduce the comparison matrix of a quaternionic matrix, extending that of a complex matrix, and use it to give a condition for the existence and uniqueness of the extremal solution. The solution can be obtained by a fixed-point iteration.
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页码：2617 / 2639
页数：22
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