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AIMS Mathematics

2023, Volume 8, Issue 9: 19876-19891. doi: 10.3934/math.20231013
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Research article

SOR-based alternately linearized implicit iteration method for nonsymmetric algebraic Riccati equations

  • School of Computer Science and Mathematics, Fujian University of Technology, Fuzhou 350118, China
  • Received: 18 April 2023 Revised: 29 May 2023 Accepted: 06 June 2023 Published: 14 June 2023

  • MSC : 15A24, 15A57

  • In this paper, we propose a class of successive over relaxation-based alternately linearized implicit iteration method for computing the minimal nonnegative solution of nonsymmetric algebraic Riccati equations. Under certain conditions, we prove the convergence of the iterative method. Finally, numerical examples are given to show the iterative method is efficient.

    Citation: Chunjuan Du, Tongxin Yan. SOR-based alternately linearized implicit iteration method for nonsymmetric algebraic Riccati equations[J]. AIMS Mathematics, 2023, 8(9): 19876-19891. doi: 10.3934/math.20231013

    Related Papers:

  • In this paper, we propose a class of successive over relaxation-based alternately linearized implicit iteration method for computing the minimal nonnegative solution of nonsymmetric algebraic Riccati equations. Under certain conditions, we prove the convergence of the iterative method. Finally, numerical examples are given to show the iterative method is efficient.


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