Chun-Hua Guo

Permanent URI for this collection

https://hdl.handle.net/10294/5255
Office: CW 307.10
E-mail: Chun-Hua.Guo@uregina.ca
Phone: 306-585-4423
Website: http://uregina.ca/~chguo/

Current Classes
Math 103 (Calculus for Social Science & Management)

Research Interests
Matrix analysis, scientific computing, applications

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Browsing Chun-Hua Guo by Subject "Convergence"

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    A convergence result for matrix Riccati differential equations associated with M-matrices
    (2014-04-22) Guo, Chun-Hua; Yu, Bo
    The initial value problem for a matrix Riccati differential equation associated with an $M$-matrix is known to have a global solution $X(t)$ on $[0, \infty)$ when $X(0)$ takes values from a suitable set of nonnegative matrices. It is also known, except for the critical case, that as $t$ goes to infinity $X(t)$ converges to the minimal nonnegative solution of the corresponding algebraic Riccati equation. In this paper we present a new approach for proving the convergence, which is based on the doubling procedure and is also valid for the critical case. The approach also provides a way for solving the initial value problem and a new doubling algorithm for computing the minimal nonnegative solution of the algebraic Riccati equation.