Article ID Journal Published Year Pages File Type
4632818 Applied Mathematics and Computation 2010 5 Pages PDF
Abstract
We are interested in computing the nonnegative solution of a nonsymmetric algebraic Riccati equation arising in transport theory. The coefficient matrices of this equation have two parameters c and α. There have been some iterative methods presented by Lu in [13] and Bai et al. in [2] to solve the minimal positive solution for c≠1 or α≠0. While the equation has a unique nonnegative solution when c=1 and α=0, all the methods presented by Lu and Bai cannot be used to find the nonnegative solution. To cope with this problem, a shifted technique is used in this paper to transform the original Riccati equation into a new one so that all the methods can be effectively employed to solve the nonnegative solution. Numerical experiments are given to illustrate the results.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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