Some accelerated iterative algorithms for solving nonsymmetric algebraic Riccati equations arising in transport theory

In this paper, some accelerated iterative algorithms are developed to find the minimal positive solution of the nonsymmetric algebraic Riccati equation arising in transport theory. The convergence analysis shows that the sequences of vectors generated by iterative algorithms with the initial vector...

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Bibliographic Details
Published in:International journal of computer mathematics Vol. 97; no. 9; pp. 1819 - 1839
Main Authors: Huang, Baohua, Ma, Changfeng
Format: Journal Article
Language:English
Published: Abingdon Taylor & Francis 01.09.2020
Taylor & Francis Ltd
Subjects:
accelerated iterative algorithm
Algebra
Algorithms
Convergence
convergence analysis
Iterative algorithms
Iterative methods
Mathematical analysis
minimal positive solution
Nonsymmetric algebraic Riccati equation
Riccati equation
Transport theory
Vectors (mathematics)
ISSN:0020-7160, 1029-0265
Online Access:Get full text
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Summary:In this paper, some accelerated iterative algorithms are developed to find the minimal positive solution of the nonsymmetric algebraic Riccati equation arising in transport theory. The convergence analysis shows that the sequences of vectors generated by iterative algorithms with the initial vector are monotonically increasing and converge to the minimal positive solution of the vector equations. Numerical examples are provided to illustrate the efficiency of the proposed algorithms and testify the conclusions suggested in this paper.
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ISSN:0020-7160
1029-0265
DOI:10.1080/00207160.2019.1661996