In this paper,according to the Shamanskii technology,an alternately linearized implicit(ALI)iteration method is proposed to compute the minimal nonnegative solution to the nonsymmetric coupled algebraic Riccati equati...In this paper,according to the Shamanskii technology,an alternately linearized implicit(ALI)iteration method is proposed to compute the minimal nonnegative solution to the nonsymmetric coupled algebraic Riccati equation.Based on the ALI iteration method,we propose two modified alternately linearized implicit(MALI)iteration methods with double parameters.Further,we prove the monotone convergence of these iteration methods.Numerical examples demonstrate the effectiveness of the presented iteration methods.展开更多
基金National Natural Science Foundation for Youths of China(11801164)Youth Project of Hunan Provincial Education Department of China(22B0498).
文摘In this paper,according to the Shamanskii technology,an alternately linearized implicit(ALI)iteration method is proposed to compute the minimal nonnegative solution to the nonsymmetric coupled algebraic Riccati equation.Based on the ALI iteration method,we propose two modified alternately linearized implicit(MALI)iteration methods with double parameters.Further,we prove the monotone convergence of these iteration methods.Numerical examples demonstrate the effectiveness of the presented iteration methods.
