On the convergence rate of an iterative method for solving nonsymmetric algebraic Riccati equations期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

On the convergence rate of an iterative method for solving nonsymmetric algebraic Riccati equations

Authors:	Yiqin Lin Qinghua Wu

Affiliation:	^a Department of Mathematics and Computational Science, Hunan University of Science and Engineering, Yongzhou 425100, PR China ^b Department of Mathematics, East China University of Science and Technology, Shanghai 200237, PR China

Abstract:	This paper is devoted to the convergence analysis of an iterative method for solving a nonsymmetric algebraic Riccati equation arising in transport theory. We give the convergence rate, and show that the iterative method converges linearly in one case and sublinearly in the other case.

Keywords:	Nonsymmetric algebraic Riccati equation Transport theory Minimal positive solution Iterative method Convergence rate
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