Existence, localization and approximation of solution of symmetric algebraic Riccati equations

  1. Hernández-Verón, M.A. 1
  2. Romero, N. 1
  1. 1 Universidad de La Rioja
    info

    Universidad de La Rioja

    Logroño, España

    ROR https://ror.org/0553yr311

Journal:
Computers and Mathematics with Applications

ISSN: 0097-4943

Year of publication: 2018

Volume: 76

Issue: 1

Pages: 187-203

Type: Article

DOI: 10.1016/J.CAMWA.2018.04.014 SCOPUS: 2-s2.0-85046814918 GOOGLE SCHOLAR

More publications in: Computers and Mathematics with Applications

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Abstract

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