Iterative solution for a certain class of algebraic matrix riccati equations arising in transport theory
Jong Juang, I. -Der. Chen · Transport Theory and Statistical Physics · 1993
The subject of this paper is the convergence properties of some iterative methods for solving a certain class of algebraic matrix Riccati equations arising in transport theory. A unified formulation, based on “regular splitting” of the coefficient matrices, is presented to solve the equation iteratively. Such formulation covers the iterative procedure proposed by Shimizu and Aoki, and Juang and Lin. Moreover, it is shown that the iteration with any “regular splitting” converges as long as the equation has a nonnegative solution.