详细信息

On the convergence rate of an iterative method for solving nonsymmetric algebraic Riccati equations  ( SCI-EXPANDED收录 EI收录)  

文献类型:期刊文献

英文题名:On the convergence rate of an iterative method for solving nonsymmetric algebraic Riccati equations

作者:Lin, Yiqin[2];Bao, Liang[1];Wu, Qinghua[2]

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

年份:2011

卷号:62

期号:11

起止页码:4178

外文期刊名:COMPUTERS & MATHEMATICS WITH APPLICATIONS

收录:;EI(收录号:20114614510514);WOS:【SCI-EXPANDED(收录号:WOS:000297963800019)】;

基金:The authors would like to thank the anonymous referees for their helpful suggestions, which greatly improved the paper. This work is supported by the National Natural Science Foundation of China under grants 10801048 and 10926150, the Natural Science Foundation of Hunan Province under grants 09JJ6014 and 11JJ4009, the Key Program of the Scientific Research Foundation from Education Bureau of Hunan Province under grant 09A033, the Scientific Research Foundation of Education Bureau of Hunan Province for Outstanding Young Scholars in University under grant 10B038, the Science and Technology Planning Project of Hunan Province under grant 2010JT4042, and the Young Core Teacher Foundation of Hunan Province in University.

语种:英文

外文关键词:Nonsymmetric algebraic Riccati equation; Transport theory; Minimal positive solution; Iterative method; Convergence rate

摘要: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. (C) 2011 Elsevier Ltd. All rights reserved.

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