A modified Newton method for solving non-symmetric algebraic Riccati equations arising in transport theory

作者：Lin, Yiqin; Bao, Liang; Wei, Yimin^*

来源：IMA Journal of Numerical Analysis, 2008, 28(2): 215-224.

DOI：10.1093/imanum/drm010

• non-symmetric algebraic Riccati equation
• transport theory
• minimal positive solution
• M-matrix
• modified Newton method

The non-symmetric algebraic Riccati equation arising in transport theory can be rewritten as a vector equation and the minimal positive solution of the non-symmetric algebraic Riccati equation can be obtained by solving the vector equation. In this paper, we apply the modified Newton method to solve the vector equation. Some convergence results are presented. Numerical tests show that the modified Newton method is feasible and effective, and outperforms the Newton method.

• 出版日期2008-4
• 单位华东理工大学; 湖南科技学院; 复旦大学