Alternately linearized implicit iteration methods for the minimal nonnegative solutions of the nonsymmetric algebraic Riccati equations
文献类型：期刊论文
| 作者 | Bai, Zhong-Zhi ; Guo, Xiao-Xia; Xu, Shu-Fang
|
| 刊名 | NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS
 |
| 出版日期 | 2006-10-01 |
| 卷号 | 13期号:8页码:655-674 |
| 关键词 | non-symmetric algebraic Riccati equation minimal non-negative solution M-matrix alternately linearized iteration monotone convergence |
| ISSN号 | 1070-5325 |
| DOI | 10.1002/nla.500 |
| 英文摘要 | For the non-symmetric algebraic Riccati equations, we establish a class of alternately linearized implicit (ALI) iteration methods for computing its minimal non-negative solutions by technical combination of alternate splitting and successive approximating of the algebraic Riccati operators. These methods include one iteration parameter, and suitable choices of this parameter may result in fast convergent iteration methods. Under suitable conditions, we prove the monotone convergence and estimate the asymptotic convergence factor of the ALI iteration matrix sequences. Numerical experiments show that the ALI iteration methods are feasible and effective, and can outperform the Newton iteration method and the fixed-point iteration methods. Besides, we further generalize the known fixed-point iterations, obtaining an extensive class of relaxed splitting iteration methods for solving the non-symmetric algebraic Riccati equations. Copyright (C) 2006 John Wiley & Sons, Ltd. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000241089100004 |
| 出版者 | JOHN WILEY & SONS LTD |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/3494]  |
| 专题 | 计算数学与科学工程计算研究所 |
| 通讯作者 | Bai, Zhong-Zhi |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci Engn Comp, Beijing 100080, Peoples R China 2.Peking Univ, Sch Math Sci, Beijing 100871, Peoples R China |
| 推荐引用方式 GB/T 7714 | Bai, Zhong-Zhi,Guo, Xiao-Xia,Xu, Shu-Fang. Alternately linearized implicit iteration methods for the minimal nonnegative solutions of the nonsymmetric algebraic Riccati equations[J]. NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS,2006,13(8):655-674. |
| APA | Bai, Zhong-Zhi,Guo, Xiao-Xia,&Xu, Shu-Fang.(2006).Alternately linearized implicit iteration methods for the minimal nonnegative solutions of the nonsymmetric algebraic Riccati equations.NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS,13(8),655-674. |
| MLA | Bai, Zhong-Zhi,et al."Alternately linearized implicit iteration methods for the minimal nonnegative solutions of the nonsymmetric algebraic Riccati equations".NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS 13.8(2006):655-674. |
入库方式： OAI收割
来源：数学与系统科学研究院
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