The shift techniques for a nonsymmetric algebraic Riccati equation

Matthew M. Lin, Chun Yueh Chiang

Research output: Contribution to journalArticlepeer-review

7 Citations (Scopus)

Abstract

In this paper, we want to analyze a special instance of a nonsymmetric algebraic matrix Riccati equation arising from transport theory. Traditional approaches for finding its minimal nonnegative solution are based on fixed point iterations and the speed of the convergence is linear. Recently, iterative methods such as Newton method and the structure-preserving doubling algorithm with quadratic convergence are designed for improving the speed of convergence. But, in some case, the speed of convergence will significantly decrease so that linear convergence becomes sublinear convergence and quadratic convergence becomes linear convergence. Our contribution in this work is to provide a thorough analysis to show that after the shift techniques, the speed of linear or quadratic convergence is preserved. Finally, we apply the shift procedures to the discussion of the simple iteration algorithm, improve its speed of convergence, and reduce its total elapsed CPU time.

Original languageEnglish
Pages (from-to)5083-5095
Number of pages13
JournalApplied Mathematics and Computation
Volume219
Issue number10
DOIs
Publication statusPublished - 2013

All Science Journal Classification (ASJC) codes

  • Computational Mathematics
  • Applied Mathematics

Fingerprint Dive into the research topics of 'The shift techniques for a nonsymmetric algebraic Riccati equation'. Together they form a unique fingerprint.

Cite this