On the convergence rate of an iterative method for solving nonsymmetric algebraic Riccati equations

DOI10.1016/j.camwa.2011.09.068zbMath1236.65046OpenAlexW2047936822MaRDI QIDQ2429065

Qinghua Wu, Liang Bao, Yi-Qin Lin

Publication date: 22 April 2012

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2011.09.068

zbMATH Keywords

iterative methodconvergence ratetransport theoryminimal positive solutionnonsymmetric algebraic Riccati equation

Mathematics Subject Classification ID

Related Items (3)

Some predictor-corrector-type iterative schemes for solving nonsymmetric algebraic Riccati equations arising in transport theory ⋮ An iterative algorithm for coupled Riccati equations in continuous-time Markovian jump linear systems ⋮ Some accelerated iterative algorithms for solving nonsymmetric algebraic Riccati equations arising in transport theory

Cites Work

• A modified simple iterative method for nonsymmetric algebraic Riccati equations arising in transport theory
• Two-step relaxation Newton method for nonsymmetric algebraic Riccati equations arising from transport theory
• Convergence rates of some iterative methods for nonsymmetric algebraic Riccati equations arising in transport theory
• Existence of algebraic matrix Riccati equations arising in transport theory
• A class of iterative methods for solving nonsymmetric algebraic Riccati equations arising in transport theory
• On the Doubling Algorithm for a (Shifted) Nonsymmetric Algebraic Riccati Equation
• A Fast Newton's Method for a Nonsymmetric Algebraic Riccati Equation
• Fast Iterative Schemes for Nonsymmetric Algebraic Riccati Equations Arising from Transport Theory
• Explicit Solutions for a Riccati Equation from Transport Theory
• Nonsymmetric Algebraic Riccati Equations and Hamiltonian-like Matrices
• Solution Form and Simple Iteration of a Nonsymmetric Algebraic Riccati Equation Arising in Transport Theory

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