求解非对称代数Riccati方程的两种加速算法的收敛速度
CONVERGENCE RATES OF TWO ACCELERATED ITERATIVE ALGORITHMS FOR SOLVING NONSYMMETRIC ALGEBRAIC RICCATI EQUATIONS
孙洪斌 1郭晓霞1
作者信息
- 1. 中国海洋大学数学科学学院,青岛 266100
- 折叠
摘要
本文考虑求解粒子运输中非对称代数Riccati方程最小正解的两个加速算法的收敛性问题.该方程含有两个可变参数α ∈[0,1),c ∈(0,1].我们证明了两个加速算法有相同的收敛速度,并且当(α,c)≠(0,1)时,两个加速算法线性收敛,当(α,c)=(0,1)时,它们次线性收敛.
Abstract
In this paper,we consider the convergence analysis of two accelerated iterative algo-rithms for solving a nonsymmetric algebraic Riccati equation arising in transport theory.This equation has two parameters α∈[0,1),c∈(0,1].We prove two accelerated iterative algorithms have the same convergence rates,and show that two algorithms converge linearly in(α,c)≠(0,1)and sublinearly in(α,c)=(0,1).
关键词
收敛速度/加速算法/非对称代数Riccati方程/最小正解Key words
Convergence rate/Accelerated iterative algorithm/Nonsymmetric algebraic Riccati equation/Minimal positive solution引用本文复制引用
出版年
2024
NETL
NSTL
万方数据