AbstractIn this paper, we analyse the convergence rates of several different predictor-corrector iterations for computing the minimal positive solution of the nonsymmetric algebraic Riccati equation arising in transport theory. We have shown theoretically that the new predictor-corrector iteration given in [Numer. Linear Algebra Appl., 21 (2014), pp. 761–780] will converge no faster than the simple predictor-corrector iteration and the nonlinear block Jacobi predictor-corrector iteration. Moreover the last two have the same asymptotic convergence rate with the nonlinear block Gauss-Seidel iteration given in [SIAM J. Sci. Comput., 30 (2008), pp. 804–818]. Preliminary numerical experiments have been reported for the validation of the developed comparison theory.
Explicit symplectic-precise iteration algorithms for linear quadratic regulator and matrix differential Riccati equation
