Explicit Solutions for a Riccati Equation from Transport Theory
Volker Mehrmann, Hongguo Xu · SIAM Journal on Matrix Analysis and Applications · 2008
We derive formulas for the minimal positive solution of a particular nonsymmetric Riccati equation arising in transport theory. The formulas are based on the eigenvalues of an associated matrix. We use the formulas to explore some new properties of the minimal positive solution and to derive fast and highly accurate numerical methods. Some numerical tests demonstrate the properties of the new methods.