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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Article type
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Open Access
Research Article
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AIMS Mathematics 2023, 8(9): 19876-19891
Published: 15 September 2023
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