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On the Iterative Solution of a Class of Nonsymmetric Algebraic Riccati Equations
Special Events| Speaker: | Dr. Chun-Hua Guo, Computer Science, UC Davis |
| Location: | 1065 EU II |
| Start time: | Wed, Jun 2 1999, 11:00AM |
Description
We consider the iterative solution of a class of nonsymmetric algebraic
Riccati equations, which includes a class of algebraic Riccati
equations arising in transport theory. For any equation in this class,
Newton's method and a class of basic fixed-point iterations can be used
to find its minimal positive solution whenever it has a positive
solution. The properties of these iterative methods are studied and some
practical issues are addressed. An algorithm is then proposed to find
the minimal positive solution efficiently. Numerical results are also
given.
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