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Tongxin Yan
Tongxin Yan

Public Documents 1
SOR-based alternately linearized implicit iteration method for nonsymmetric algebraic...
Tongxin Yan
Changfeng Ma

Tongxin Yan

and 1 more

September 01, 2020
In this paper, we propose a class of SOR-based alternately linearized implicit iteration method (SORALI) for computing the minimal nonnegative solution of nonsymmetric algebraic Riccati equations (NARE). Under certain conditions, we prove the convergence of the iterative method. Finally, numerical examples are given to show the iterative method is efficient.

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