文献类型：期刊文献

英文题名：Convergence analysis of the Newton-Shamanskii method for a nonsymmetric algebraic Riccati equation

作者：Lin, Yiqin[1];Bao, Liang[2]

机构：[1]Hunan Univ Sci & Engn, Dept Math & Computat Sci, Yongzhou 425100, Peoples R China;[2]E China Univ Sci & Technol, Dept Math, Shanghai 200237, Peoples R China

年份：2008

卷号：15

期号：6

起止页码：535

外文期刊名：NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS

收录：;WOS:【SCI-EXPANDED(收录号:WOS:000258566100003)】；

语种：英文

外文关键词：nonsymmetric algebraic Riccati equation; transport theory; minimal positive solution; M-matrix; Newton-Shamanskii method

摘要：In this paper, we consider the nonsymmetric algebraic Riccati equation arising in transport theory. An important feature of this equation is that its minimal positive solution can be obtained via computing the minimal positive solution of a vector equation. We apply the Newton-Shamanskii method to solve the vector equation. Convergence analysis shows that the sequence of vectors generated by the Newton-Shamanskii method is monotonically increasing and converges to the minimal Positive Solution of the vector equation. Numerical experiments show that the Newton-Shamanskii method is feasible and effective., and outperforms the Newton method. Copyright (C) 2008 John Wiley & Sons, Ltd.