Some predictor–corrector‐type iterative schemes for solving nonsymmetric algebraic Riccati equations arising in transport theory |
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Authors: | N Huang CF Ma |
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Institution: | School of Mathematics and Computer Science, Fujian Normal University, , Fuzhou 350007, China |
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Abstract: | It is as well known that nonsymmetric algebraic Riccati equations arising in transport theory can be translated to vector equations. In this paper, we propose six predictor–corrector‐type iterative schemes to solve the vector equations. And we give the convergence of these schemes. Unlike the previous work, we prove that all of them converge to the minimal positive solution of the vector equations by the initial vector (e,e), where e = (1,1, ? ,1)T. Moreover, we prove that all the sequences generated by the iterative schemes are strictly and monotonically increasing and bounded above. In addition, some numerical results are also reported in the paper, which confirm the good theoretical properties of our approach. Copyright © 2014 John Wiley & Sons, Ltd. |
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Keywords: | nonsymmetric algebraic Riccati equation iterative scheme minimal positive solution convergence analysis |
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