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Research Article | Open Access

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

Chunjuan Du, Tongxin Yan( )
School of Computer Science and Mathematics, Fujian University of Technology, Fuzhou 350118, China
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Abstract

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.

Keywords

nonsymmetric algebraic Riccati equationsminimal nonnegative solutionconvergenceiterativeSORALI
CLC number: 15A24, 15A57

References

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AIMS Mathematics
Volume 8 Issue 9,
September 2023
Pages 19876-19891
DOI: 10.3934/math.20231013

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Du C, Yan T. SOR-based alternately linearized implicit iteration method for nonsymmetric algebraic Riccati equations. AIMS Mathematics, 2023, 8(9): 19876-19891. https://doi.org/10.3934/math.20231013

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Received: 18 April 2023
Revised: 29 May 2023
Accepted: 06 June 2023
Published: 15 September 2023
©2023 the Author(s), licensee AIMS Press.

This is an open access article distributed under the terms of the Creative Commons Attribution License (https://creativecommons.org/licenses/by/4.0)