Convergence rates of iterative solutions of algebraic matrix Riccati equations
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.
scientific article; zbMATH DE number 839105