Convergence rates of iterative solutions of algebraic matrix Riccati equations (Q1907079): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 06:10, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence rates of iterative solutions of algebraic matrix Riccati equations |
scientific article |
Statements
Convergence rates of iterative solutions of algebraic matrix Riccati equations (English)
0 references
25 June 1996
0 references
The purpose of the paper is to analyze the behaviour of the convergence rates of Gauss-Jacobi methods and Gauss-Seidel methods as their structural parameters vary. Some estimates for the convergence rates of the two methods are obtained. One shows that the Gauss-Seidel method converges slower than the Gauss-Jacobi method. Some numerical results are given.
0 references
algebraic matrix Riccati equations
0 references
convergence
0 references
Gauss-Jacobi methods
0 references
Gauss-Seidel methods
0 references
numerical results
0 references
