S. Treanță†, A. Petrescu-Niță‡
Abstract: We consider di erent algorithms with linear rate of convergence for computing the minimal nonnegative solution of M-matrix algebraic Riccati equation. The performance of the considered algorithms are illustrated on numerical examples.
MSC: 15A24, 65F45.
keywords: M-matrix, iterative methods, algorithm, convergence rate, nonnegative solution.
DOI 10.56082/annalsarscimath.2023.1-2.217
†savin.treanta@upb.ro (1) Department of Applied Mathematics, University Politehnica of Bucharest, 060042 Bucharest, Romania; (2) Academy of Romanian Scientists, 54 Splaiul Independentei, 050094 Bucharest, Romania; (3) Fundamental Sciences Applied in Engineering- Research Center (SFAI), University Politehnica of Bucharest, 060042 Bucharest, Romania;
‡nita alina@yahoo.com (1) Department of Mathematical Methods and Models, University Politehnica of Bucharest, 060042 Bucharest, Romania; (2) Fundamental Sciences Applied in Engineering- Research Center (SFAI), University Politehnica of Bucharest, 060042 Bucharest, Romania;
PUBLISHED in Annals Academy of Romanian Scientists Series on Mathematics and Its Application, Volume 15 no 1-2, 2023
