A generalized ALI iteration method for nonsymmetric algebraic Riccati equations

被引：1

作者：

Guan, Jinrui ^{[1
]}

Wang, Zhixin ^{[1
]}

机构：

[1] Taiyuan Normal Univ, Sch Math & Stat, Jinzhong, Peoples R China

来源：

NUMERICAL ALGORITHMS | 2024年 / 97卷 / 01期

基金：

中国国家自然科学基金;

关键词：

Algebraic Riccati equation; M-matrix; Minimal nonnegative solution; ALI iteration method;

D O I：

10.1007/s11075-023-01695-7

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Nonsymmetric algebraic Riccati equations are a class of nonlinear matrix equations with wide applications. In this paper, numerical solution of nonsymmetric algebraic Riccati equations is studied. A generalized ALI iteration method is proposed to solve the equation, which is an extension of the ALI iteration method and the MALI iteration method. Theoretical analysis and numerical experiments show that the proposed method is feasible and is more effective than the ALI iteration method and the MALI iteration method.

引用

页码：119 / 134

页数：16

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