A modified large-scale structure-preserving doubling algorithm for a large-scale Riccati equation from transport theory

Abstract

A large scale nonsymmetric algebraic Riccati equation XCX ? XE ? AX + B = 0 arising in transport theory is considered, where the n × n coefficient matrices B,C are symmetric and low-ranked and A, E are rank one updates of nonsingular diagonal matrices. By introducing a balancing strategy and setting appropriate initial matrices carefully, we can simplify the large-scale structure-preserving doubling algorithm (SDA_ls) for this special equation. We give modified large-scale structure-preserving doubling algorithm, which can reduce the flop count of original SDA_ls by half. Numerical experiments illustrate the effectiveness of our method.