Convergence Rates of a Class of Predictor-Corrector Iterations for the Nonsymmetric Algebraic Riccati Equation Arising in Transport Theory
Year: 2017
Author: Ning Dong, Jicheng Jin, Bo Yu
Advances in Applied Mathematics and Mechanics, Vol. 9 (2017), Iss. 4 : pp. 944–963
Abstract
In this paper, we analyse the convergence rates of several different predictor-corrector iterations for computing the minimal positive solution of the nonsymmetric algebraic Riccati equation arising in transport theory. We have shown theoretically that the new predictor-corrector iteration given in [Numer. Linear Algebra Appl., 21 (2014), pp. 761–780] will converge no faster than the simple predictor-corrector iteration and the nonlinear block Jacobi predictor-corrector iteration. Moreover, the last two have the same asymptotic convergence rate with the nonlinear block Gauss-Seidel iteration given in [SIAM J. Sci. Comput., 30 (2008), pp. 804–818]. Preliminary numerical experiments have been reported for the validation of the developed comparison theory.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/aamm.2015.m1277
Advances in Applied Mathematics and Mechanics, Vol. 9 (2017), Iss. 4 : pp. 944–963
Published online: 2017-01
AMS Subject Headings: Global Science Press
Copyright: COPYRIGHT: © Global Science Press
Pages: 20
Keywords: Convergence rate predictor-corrector iterations nonsymmetric algebraic Riccati equation regular splitting.
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