Colloquium / Seminars

Topic：Theory and numerics of M-matrix algebraic Riccati
Speaker：Prof. Chun-Hua Guo
　　　　(University of Regina, Canada)
Date time：Oct 13, 2015 14:00- 15:00
Venue：SA223
Tea Party：Oct 13, 2015 13:30 (SA205)
Abstract：
We consider the algebraic Riccati equation for which the four coe_cient matrices form an M-matrix. Algebraic Riccati equations of this type appear in applied probability and transport theory. The minimal nonnegative solutions of such equations are of practical interest. In this talk we will give an overview of available theoretical results for such equations. These results are instructive in the design and analysis of numerical methods for computing the minimal nonnegative solution. We will also present a recent result on the corresponding matrix Riccati di_erential equation. Most of the research on this topic has been done under the assumption that the M-matrix is non-singular, or singular and irreducible. In this talk we will also present some recent results that allow the M-matrix to be singular and reducible.

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