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SOR-based alternately linearized implicit iteration method for nonsymmetric algebraic Riccati equations
AIMS Mathematics 2023, 8(9): 19876-19891
Published: 15 September 2023
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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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