A modified simple iterative method for nonsymmetric algebraic Riccati equations arising in transport theory

被引：23
|
作者：
Bao, Liang
Lin, Yiqin [1 ]
Wei, Yimin
机构：
[1] Sun Yat Sen Univ, Sch Math & Computat Sci, Guangzhou 510275, Peoples R China
[2] Fudan Univ, Inst Math, Sch Math Sci, Shanghai 200433, Peoples R China
[3] Fudan Univ, Minist Educ, Key Lab Math Nonlinear Sci, Shanghai 200433, Peoples R China
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2006年 / 181卷 / 02期
基金：
中国国家自然科学基金;
关键词：
nonsymmetric algebraic Riccati equations; simple iterative method; minimal positive solution;
D O I：
10.1016/j.amc.2006.02.042
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper we propose a modified simple iterative method for nonsymmetric algebraic Riccati equations arising in transport theory. It is similar to the method proposed by Lu in [L.Z. Lu, Solution form and simple iteration of a nonsymmetric algebraic Riccati equation arising in transport theory, SIAM J. Matrix Anal. Appl. 26 (2005) 679-685]. The theoretical results and numerical experiments show that the modified version is more efficient than its counterpart. (c) 2006 Elsevier Inc. All rights reserved.
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页码：1499 / 1504
页数：6
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