The King-Werner method for solving nonsymmetric algebraic Riccati equation

被引：2
|
作者：
Huang, Zhengda [1 ]
Kong, Xiangyin [1 ]
Hu, Weidong [1 ,2 ]
机构：
[1] Zhejiang Univ, Dept Math, Hangzhou 310027, Peoples R China
[2] Top Vocat Inst Informat & Technol Shaoxing, Shaoxing 312000, Peoples R China
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2010年 / 216卷 / 06期
基金：
中国国家自然科学基金;
关键词：
Nonsymmetric algebraic Riccati equation; Vector equation; Minimal positive solution; King-Werner method; 1&SQUARE-ROOT2 ORDER METHOD; NEWTON METHOD; ITERATION;
D O I：
10.1016/j.amc.2009.12.025
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
For the nonsymmetric algebraic Riccati equation arising from transport theory, we concern about solving its minimal positive solution. In [1], Lu transferred the equation into a vector form and pointed out that the minimal positive solution of the matrix equation could be obtained via computing that of the vector equation. In this paper, we use the King-Werner method to solve the minimal positive solution of the vector equation and give the convergence and error analysis of the method. Numerical tests show that the King-Werner method is feasible to determine the minimal positive solution of the vector equation. (C) 2009 Elsevier Inc. All rights reserved.
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页码：1790 / 1804
页数：15
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