Related papers: The Reverse Order Law and the Riccati Equation

The Kaczmarz method for solving a linear system $Ax = b$ interprets such a system as a collection of equations $\left\langle a_i, x\right\rangle = b_i$, where $a_i$ is the $i-$th row of $A$, then picks such an equation and corrects $x_{k+1}…

This paper studies the solvability, existence of unique solution, closed-form solution and numerical solution of matrix equation $X=Af(X) B+C$ with $f(X) =X^{\mathrm{T}},$ $f(X) =\bar{X}$ and $f(X) =X^{\mathrm{H}},$ where $X$ is the…

Let $A$ be a transcendental entire function of finite order. We show that if the differential equation $w''+Aw=0$ has two linearly independent solutions with only real zeros, then the order of $A$ must be an odd integer or one half of an…

When iteratively solving linear systems By=b with Hermitian positive semi-definite $B$, and in particular when solving least-squares problems for $Ax=b$ by reformulating them as $AA^\ast y=b$, it is often observed that SOR-type methods…

This paper studies algebraic properties of Hermitian solutions and Hermitian definite solutions of the two types of matrix equation $AX = B$ and $AXA^* = B$. We first establish a variety of rank and inertia formulas for calculating the…

We consider the numerical solution of the continuous algebraic Riccati equation $A^*X+XA-XFX+G=0$, with $F=F^*, G=G^*$ of low rank and $A$ large and sparse. We develop an algorithm for the low rank approximation of $X$ by means of an…

In this paper we consider a class of conjugate discrete-time Riccati equations, arising originally from the linear quadratic regulation problem for discrete-time antilinear systems. Under mild and reasonable assumptions, the existence of…

We proposed in this paper a new method, which we named the W4 method, to solve nonlinear equation systems. It may be regarded as an extension of the Newton-Raphson~(NR) method to be used when the method fails. Indeed our method can be…

Algebraic Riccati equations are encountered in many applications of control and engineering problems, e.g., LQG problems and $H^\infty$ control theory. In this work, we study the properties of one type of discrete-time algebraic Riccati…

In this paper, we establish some necessary and sufficient conditions for the existence of solutions to the system of operator equations $ BXA=B=AXB $ in the setting of bounded linear operators on a Hilbert space, where the unknown operator…

In this paper we present a numerical scheme for the resolution of matrix Riccati equation, usualy used in control problems. The scheme is unconditionnaly stable and the solution is definite positive at each time step of the resolution. We…

We consider the algebraic Riccati equation for which the four coefficient matrices form an M-matrix K. When K is a nonsingular M-matrix or an irreducible singular M-matrix, the Riccati equation is known to have a minimal nonnegative…

We study the inverse problem of unique recovery of a complex-valued scalar function $V:\mathcal M \times \mathbb C\to \mathbb C$, defined over a smooth compact Riemannian manifold $(\mathcal M,g)$ with smooth boundary, given the Dirichlet…

We study the matrix equation $XA-AX=X^p$ in $M_n(K)$ for $1< p <n$. It is shown that every matrix solution $X$ is nilpotent and that the generalized eigenspaces of $A$ are $X$-invariant. For $A$ being a full Jordan block we describe how to…

This paper introduces a generalization of the well-known Riccati recursion for solving the discrete-time equality-constrained linear quadratic optimal control problem. The recursion can be used to compute the solutions as well as optimal…

This paper studies the solution existence of the continuous-time algebraic Riccati equation (CARE). We formulate the CARE as two constrained polynomial optimization problems, and then use Lasserre's hierarchy of semi-definite relaxations to…

In this paper we consider a class of conjugate discrete-time Riccati equations, arising originally from the linear quadratic regulation problem for discrete-time antilinear systems. Under some mild assumptions and the framework of the…

We introduce a new concept of unbounded solutions to the operator Riccati equation $A_1 X - X A_0 - X V X + V^\ast = 0$ and give a complete description of its solutions associated with the spectral graph subspaces of the block operator…

We study the following problem: given n real arguments a1, ..., an and n real weights w1, ..., wn, under what conditions does the inequality w1 f(a1) + w2 f(a2) + ... + wn f(an) >= 0 hold for all functions f with nonnegative kth derivative…

In this paper we study symmetry reductions and exact solutions of the shallow water wave (SWW) equation $$u_{xxxt} + \alpha u_x u_{xt} + \beta u_t u_{xx} - u_{xt} - u_{xx} = 0,\eqno(1)$$ where $\alpha$ and $\beta$ are arbitrary, nonzero,…