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

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, nume...

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Bibliographic Details
Published inAIMS mathematics Vol. 8; no. 9; pp. 19876 - 19891
Main Authors Du, Chunjuan, Yan, Tongxin
Format Journal Article
LanguageEnglish
Published AIMS Press 01.01.2023
Subjects
convergence
iterative
minimal nonnegative solution
nonsymmetric algebraic riccati equations
sorali
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Summary: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.
ISSN:2473-6988
2473-6988
DOI:10.3934/math.20231013