文献类型：期刊文献

英文题名：A modified Newton method for solving non-symmetric algebraic Riccati equations arising in transport theory

作者：Lin, Yiqin[3];Bao, Liang[4];Wei, Yimin[1,2]

机构：[1]Fudan Univ, Inst Math, Sch Math Sci, Shanghai 200433, Peoples R China;[2]Fudan Univ, Minist Educ, Key Lab Math Nonlinear Sci, Shanghai 200433, Peoples R China;[3]Hunan Univ Sci & Engn, Dept Math & Computat Sci, Yongzhou 425006, Peoples R China;[4]E China Univ Sci & Technol, Dept Math, Shanghai 200237, Peoples R China

年份：2008

卷号：28

期号：2

起止页码：215

外文期刊名：IMA JOURNAL OF NUMERICAL ANALYSIS

收录：;EI(收录号：20214911266880);WOS:【SCI-EXPANDED(收录号:WOS:000255869800001)】；

语种：英文

外文关键词：non-symmetric algebraic Riccati equation; transport theory; minimal positive solution; M-matrix; modified Newton method

摘要：The non-symmetric algebraic Riccati equation arising in transport theory can be rewritten as a vector equation and the minimal positive solution of the non-symmetric algebraic Riccati equation can be obtained by solving the vector equation. In this paper, we apply the modified Newton method to solve the vector equation. Some convergence results are presented. Numerical tests show that the modified Newton method is feasible and effective, and outperforms the Newton method.