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.
引用
收藏
页码：1499 / 1504
页数：6
相关论文
共 50 条
  • [41] Exact Line Search Method for Solving Nonsymmetric Algebraic Riccati Equations Arising from Open-loop Linear Quadratic Differential Games
    Nindita, Kirtyana
    Salmah
    PROCEEDINGS OF THE 2016 INTERNATIONAL CONFERENCE ON INSTRUMENTATION, CONTROL, AND AUTOMATION (ICA), 2016, : 103 - 108
  • [42] SOLVING LARGE-SCALE NONSYMMETRIC ALGEBRAIC RICCATI EQUATIONS BY DOUBLING
    Li, Tiexiang
    Chu, Eric King-Wah
    Kuo, Yueh-Cheng
    Lin, Wen-Wei
    SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2013, 34 (03) : 1129 - 1147
  • [43] Modified Riccati iterative algorithms for stochastic coupled algebraic Riccati equations of linear stochastic Markovian jump systems
    Liu, Meijun
    Zhao, Xueyan
    Deng, Feiqi
    ASIAN JOURNAL OF CONTROL, 2024, 26 (04) : 1787 - 1796
  • [44] 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
  • [45] A fast Newton's method for a nonsymmetric algebraic Riccati equation
    Bini, Dario A.
    Iannazzo, Bruno
    Poloni, Federico
    SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2008, 30 (01) : 276 - 290
  • [46] Iterative solution of algebraic Riccati equations for damped systems
    Morris, Kirsten
    Navasca, Carmeliza
    PROCEEDINGS OF THE 45TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-14, 2006, : 2436 - 2440
  • [47] An Implicit Iterative Algorithm for Algebraic Riccati Matrix Equations
    Wu, Ai-Guo
    Wang, Yu
    Zhang, Ying
    PROCEEDINGS OF THE 36TH CHINESE CONTROL CONFERENCE (CCC 2017), 2017, : 134 - 139
  • [48] Iterative Refinement Procedure for Solutions to Algebraic Riccati Equations
    Susca, Mircea
    Mihaly, Vlad
    Stanese, Mihai
    Dobra, Petru
    PROCEEDINGS OF 2020 IEEE INTERNATIONAL CONFERENCE ON AUTOMATION, QUALITY AND TESTING, ROBOTICS (AQTR), 2020, : 237 - 241
  • [49] A SLICOT implementation of a modified Newton's method for algebraic Riccati equations
    Sima, Vasile
    Benner, Peter
    PROCEEDINGS OF 2006 MEDITERRANEAN CONFERENCE ON CONTROL AND AUTOMATION, VOLS 1 AND 2, 2006, : 760 - +
  • [50] Solution of algebraic Riccati equations arising in control of partial differential equations
    Morris, K
    Navasca, C
    CALORIMETRY IN PARTICLE PHYSICS, 2005, 240 : 257 - 280
12345