Nonsymmetric Algebraic Riccati Equations and Hamiltonian-like Matrices
Jonq Juang, Wen‐Wei Lin · SIAM Journal on Matrix Analysis and Applications · 1998
We consider a nonsymmetric algebraic matrix Riccati equation arising from transport theory. The nonnegative solutions of the equation can be explicitly constructed via the inversion formula of a Cauchy matrix. An error analysis and numerical results are given. We also show a comparison theorem of the nonnegative solutions.