Convergence rates of iterative solutions of algebraic matrix Riccati equations

DOI10.1016/0096-3003(94)00179-8zbMath0839.65053OpenAlexW2014831230MaRDI QIDQ1907079

Yanyan Li

Publication date: 25 June 1996

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(94)00179-8

zbMATH Keywords

convergencenumerical resultsGauss-Seidel methodsalgebraic matrix Riccati equationsGauss-Jacobi methods

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Algebraic methods (93B25) Iterative numerical methods for linear systems (65F10)

Cites Work

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• Existence of algebraic matrix Riccati equations arising in transport theory
• Computation of the asymptotic states for linear half space kinetic problems
• An investigation of a simple transport model
• Convergence of an iterative technique for algebraic Matrix Riccati equations and applications to transport theory
• Iterative solution for a certain class of algebraic matrix riccati equations arising in transport theory