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

Authors:
Yiqin Lin;Liang Bao;Qinghua Wu
Affiliations:
Department of Mathematics and Computational Science, Hunan University of Science and Engineering, Yongzhou 425100, PR China;Department of Mathematics, East China University of Science and Technology, Shanghai 200237, PR China;Department of Mathematics and Computational Science, Hunan University of Science and Engineering, Yongzhou 425100, PR China
Venue:
Computers & Mathematics with Applications
Year:
2011

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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.