SOR-based alternately linearized implicit iteration method for nonsymmetric algebraic Riccati equations

被引：0
|
作者：
Du, Chunjuan [1 ]
Yan, Tongxin [1 ]
机构：
[1] Fujian Univ Technol, Sch Comp Sci & Math, Fuzhou 350118, Peoples R China
来源：
AIMS MATHEMATICS | 2023年 / 8卷 / 09期
关键词：
nonsymmetric algebraic Riccati equations; minimal nonnegative solution; convergence; iterative; SORALI; PRESERVING DOUBLING-ALGORITHM; WIENER-HOPF FACTORIZATION; MATRIX;
D O I：
10.3934/math.20231013
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we propose a class of successive over relaxation-based alternately linearized implicit iteration method for computing the minimal nonnegative solution of nonsymmetric algebraic Riccati equations. Under certain conditions, we prove the convergence of the iterative method. Finally, numerical examples are given to show the iterative method is efficient.
引用
收藏
页码：19876 / 19891
页数：16
相关论文
共 50 条
  • [11] A new class of nonsymmetric algebraic Riccati equations
    Guo, Chun-Hua
    LINEAR ALGEBRA AND ITS APPLICATIONS, 2007, 426 (2-3) : 636 - 649
  • [12] On the convergence rate of an iterative method for solving nonsymmetric algebraic Riccati equations
    Lin, Yiqin
    Bao, Liang
    Wu, Qinghua
    COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2011, 62 (11) : 4178 - 4184
  • [13] Doubling Algorithm for Nonsymmetric Algebraic Riccati Equations Based on a Generalized Transformation
    Tang, Bo
    Huang, Yunqing
    Dong, Ning
    ADVANCES IN APPLIED MATHEMATICS AND MECHANICS, 2018, 10 (06) : 1327 - 1343
  • [14] On the iterative solution of a class of nonsymmetric algebraic Riccati equations
    Guo, CH
    Laub, AJ
    SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2000, 22 (02) : 376 - 391
  • [15] A Parameterized Class of Complex Nonsymmetric Algebraic Riccati Equations
    Dong, Liqiang
    Li, Jicheng
    Liu, Xuenian
    NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2021, 14 (03): : 650 - 691
  • [16] Nonsymmetric Algebraic Riccati Equations under the Tensor Product
    Shao, Xiongyu
    Wei, Yimin
    Yuan, Jin-Yun
    NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION, 2023, 44 (06) : 545 - 563
  • [17] A modified simple iterative method for nonsymmetric algebraic Riccati equations arising in transport theory
    Bao, Liang
    Lin, Yiqin
    Wei, Yimin
    APPLIED MATHEMATICS AND COMPUTATION, 2006, 181 (02) : 1499 - 1504
  • [18] Nonsymmetric algebraic Riccati equations and Hamiltonian-like matrices
    Juang, J
    Lin, WW
    SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 1998, 20 (01) : 228 - 243
  • [19] ANALYSIS OF AN ITERATION METHOD FOR THE ALGEBRAIC RICCATI EQUATION
    Massoudi, Arash
    Opmeer, Mark R.
    Reis, Timo
    SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2016, 37 (02) : 624 - 648
  • [20] Inexact Newton’s method with inner implicit preconditioning for algebraic Riccati equations
    Jean-Paul Chehab
    Marcos Raydan
    Computational and Applied Mathematics, 2017, 36 : 955 - 969
12345