A modified Newton method for solving non-symmetric algebraic Riccati equations arising in transport theory |
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Authors: | Lin Yiqin; Bao Liang; Wei Yimin |
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Institution: |
Department of Mathematics and Computational Science, Hunan University of Science and Engineering, Yongzhou 425006, People's Republic of China
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Abstract: |
Liang Bao The non-symmetric algebraic Riccati equation arising in transporttheory can be rewritten as a vector equation and the minimalpositive solution of the non-symmetric algebraic Riccati equationcan 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 showthat the modified Newton method is feasible and effective, andoutperforms the Newton method. |
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Keywords: | non-symmetric algebraic Riccati equation transport theory minimal positive solution M-matrix modified Newton method |
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