SOR-based alternately linearized implicit iteration method for nonsymmetric algebraic Riccati equations

被引：0

作者：

Du, Chunjuan ^{[1
]}

Yan, Tongxin ^{[1
]}

机构：

[1] Fujian Univ Technol, Sch Comp Sci & Math, Fuzhou 350118, Peoples R China

来源：

AIMS MATHEMATICS | 2023年 / 8卷 / 09期

关键词：

nonsymmetric algebraic Riccati equations; minimal nonnegative solution; convergence; iterative; SORALI; PRESERVING DOUBLING-ALGORITHM; WIENER-HOPF FACTORIZATION; MATRIX;

D O I：

10.3934/math.20231013

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we propose a class of successive over relaxation-based alternately linearized implicit iteration method for computing the minimal nonnegative solution of nonsymmetric algebraic Riccati equations. Under certain conditions, we prove the convergence of the iterative method. Finally, numerical examples are given to show the iterative method is efficient.

引用

页码：19876 / 19891

页数：16

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