Paper Info
Title
SOME PREDICTOR-CORRECTOR-TYPE ITERATIVE SCHEMES FOR SOLVING NONSYMMETRIC ALGEBRAIC RICCATI EQUATIONS ARISING IN TRANSPORT THEORY
Abstract
It is as well known that nonsymmetric algebraic Riccati equations arising in transport theory can be translated to vector equations. In this paper, we propose six predictor-corrector-type iterative schemes to solve the vector equations. And we give the convergence of these schemes. Unlike the previous work, we prove that all of them converge to the minimal positive solution of the vector equations by the initial vector (e,e), where e=(1,1,,1)(T). Moreover, we prove that all the sequences generated by the iterative schemes are strictly and monotonically increasing and bounded above. In addition, some numerical results are also reported in the paper, which confirm the good theoretical properties of our approach. Copyright (c) 2014 John Wiley & Sons, Ltd.
Year
DOI
Venue
2014
10.1002/nla.1932
NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS
Keywords
Field
DocType
nonsymmetric algebraic Riccati equation,iterative scheme,minimal positive solution,convergence analysis
Convergence (routing),Monotonic function,Mathematical optimization,Algebraic number,Transport theory,Algebra,Mathematical analysis,Bounded set,Predictor–corrector method,Mathematics
Journal
Volume
Issue
ISSN
21.0
6.0
1070-5325
Citations 
PageRank 
References 
4
0.42
20
Authors
2
Name
Order
Citations
PageRank
Na Huang181.15
Changfeng Ma2303.35