Existence, localization and approximation of solution of symmetric algebraic Riccati equations
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Universidad de La Rioja
info
ISSN: 0097-4943
Año de publicación: 2018
Volumen: 76
Número: 1
Páginas: 187-203
Tipo: Artículo
Otras publicaciones en: Computers and Mathematics with Applications
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Resumen
In this paper we consider a family of high-order iterative methods which is more efficient than the Newton method to approximate a solution of symmetric algebraic Riccati equations. In fact, this paper is devoted to the convergence study of a k-steps iterative scheme with low operational cost and high order of convergence. We analyze their accessibility and computational efficiency. We also obtain results about the existence and localization of solution. Numerical experiments confirm the advantageous performance of the iterative scheme analyzed. © 2018 Elsevier Ltd