Mathematical Theory and Applications ›› 2021, Vol. 41 ›› Issue (4): 77-.

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A Note on the Minimal Nonnegative Solution for Regular M-­matrix Algebraic Riccati Equations

Guan Jinrui, Ren Fujiao   

  1. Department of Mathematics, Taiyuan Normal University, Jinzhong 030619, China
  • Online:2021-12-30 Published:2021-12-24
  • Contact: Guan Jinrui(1985­), Linfen, Shanxi, Associate Professor, PhD, majoring in numerical linear algebra and its applications; E­mail: guanjinrui2012@163.com
  • Supported by:
    This work is supported by the National Natural Science Foundation of China (Grant No. 12001395) and the Natural Science Foundation
    of Shanxi province (Grant No. 201901D211423)

Abstract:

Research on the theories and efficient numerical methods of M-­matrix algebraic Riccati equations (MARE) has become a hot topic in recent years. In this paper, we study the existence of minimal nonnegative solution for MARE and give a new proof to the existence of minimal nonnegative solution for the MARE associated with a regular M-­matrix, which is much simpler than the original proof. In addition, we give a wider condition to guarantee the existence of minimal nonnegative solution for the MARE, which is an extension of the existing results.

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