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计算数学  2013 

求解非对称代数Riccati方程几个新的预估-校正法

, PP. 401-418

Keywords: 非对称代数Riccati方程,迭代格式,最小正解,收敛性分析,数值实验

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Abstract:

来源于输运理论的非对称代数Riccati方程可等价地转化成向量方程组来求解.本文提出了求解该向量方程组的几个预估—校正迭代格式,证明了这些迭代格式所产生的序列是严格单调递增且有上界,并收敛于向量方程组的最小正解.最后,给出了一些数值实验,实验结果表明,本文所提出的算法是有效的.

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