Convergence of an iterative technique for algebraic Matrix Riccati equations and applications to transport theory
Jonq Juang, Zong Tsang Lin · Transport Theory and Statistical Physics · 1992
A monotone iterative technique is applied to a class of algebraic matrix Riccati equations that is satisfied by the reflection matrix for linear particle transport in a half-space. The convergence of the iteration as well as the rate of convergence are addressed. Moreover, we show theoretically and numerically that our iterative procedure, in general, is faster than that of Shimizu and Aoki.