A modified simple iterative method for nonsymmetric algebraic Riccati equations arising in transport theory
type: Item
instance of: scholarly article
title: A modified simple iterative method for nonsymmetric algebraic Riccati equations arising in transport theory
zbMATH Open document ID: 1115.65040
author: Liang Bao
author: Yimin Wei
author: Yiqin Lin
published in: Applied Mathematics and Computation
publication date: 2006-12-07T00:00:00Z
review text: Recently, the algebraic Riccati equation arising in transport theory, \(XCX -XE -AX +B =0\), was shown to be in essence equivalent to a vector equation and a simple but efficient iterative process to compute the minimal positive solution has been presented. Through the process, a sequence of \(\{(u^{(k)}\), \(v^{(k)} )\}\) was computed. In this paper, a modified iterative method is proposed, in which the computation of \(v^{(k)}\) utilizes previously computed \(u^{(k)}\). Numerical results verify the effectiveness of the method.
reviewed by: K. Kim
Mathematics Subject Classification ID: 65F30
Mathematics Subject Classification ID: 15A24
zbMATH DE Number: 5078439
zbMATH Keywords: nonsymmetric algebraic Riccati equations
zbMATH Keywords: simple iterative method
zbMATH Keywords: minimal positive solution
zbMATH Keywords: numerical results
MaRDI profile type: Publication
full work available at URL: j.amc.2006.02.042
OpenAlex ID: W2069507707
cites work: On the iterative solution of a class of nonsymmetric algebraic Riccati equations
cites work: Existence of algebraic matrix Riccati equations arising in transport theory
cites work: Nonsymmetric Algebraic Riccati Equations and Hamiltonian-like Matrices
cites work: Solution Form and Simple Iteration of a Nonsymmetric Algebraic Riccati Equation Arising in Transport Theory
DOI: 10.1016/J.AMC.2006.02.042
description: scientific article; zbMATH DE number 5078439