Convergence rates of iterative solutions of algebraic matrix Riccati equations
type: Item
instance of: scholarly article
title: Convergence rates of iterative solutions of algebraic matrix Riccati equations
zbMATH Open document ID: 0839.65053
DOI: 10.1016/0096-3003(94)00179-8
author: Yanyan Li
published in: Applied Mathematics and Computation
publication date: 1996-06-25T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 65F30
Mathematics Subject Classification ID: 65F10
Mathematics Subject Classification ID: 15A24
Mathematics Subject Classification ID: 93B25
zbMATH DE Number: 839105
zbMATH Keywords: algebraic matrix Riccati equations
zbMATH Keywords: convergence
zbMATH Keywords: Gauss-Jacobi methods
zbMATH Keywords: Gauss-Seidel methods
zbMATH Keywords: numerical results
reviewed by: Guy Jumarie
MaRDI profile type: Publication
full work available at URL: 0096-3003(94)00179-8
OpenAlex ID: W2014831230
cites work: Q4089129
cites work: Computation of the asymptotic states for linear half space kinetic problems
cites work: An investigation of a simple transport model
cites work: Convergence of an iterative technique for algebraic Matrix Riccati equations and applications to transport theory
cites work: Iterative solution for a certain class of algebraic matrix riccati equations arising in transport theory
cites work: Existence of algebraic matrix Riccati equations arising in transport theory
cites work: Q5521075
description: scientific article; zbMATH DE number 839105