Convergence rates of iterative solutions of algebraic matrix Riccati equations (Q1907079)
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scientific article; zbMATH DE number 839105
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence rates of iterative solutions of algebraic matrix Riccati equations |
scientific article; zbMATH DE number 839105 |
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Convergence rates of iterative solutions of algebraic matrix Riccati equations (English)
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25 June 1996
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The purpose of the paper is to analyze the behaviour of the convergence rates of Gauss-Jacobi methods and Gauss-Seidel methods as their structural parameters vary. Some estimates for the convergence rates of the two methods are obtained. One shows that the Gauss-Seidel method converges slower than the Gauss-Jacobi method. Some numerical results are given.
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algebraic matrix Riccati equations
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convergence
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Gauss-Jacobi methods
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Gauss-Seidel methods
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numerical results
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