J. Juang et P. Nelson, CONVERGENCE-RATES OF ITERATIVE SOLUTIONS OF ALGEBRAIC MATRIX RICCATI-EQUATIONS, Applied mathematics and computation, 72(2-3), 1995, pp. 125-142
We consider the iterative solutions of a certain class of algebraic ma
trix Riccati equations with two parameters, c(0 less than or equal to
c less than or equal to 1) and alpha(0 less than or equal to alpha les
s than or equal to 1). Here c denotes the fraction of scattering per c
ollision and alpha is an angular shift. Equations of this class are in
duced via invariant imbedding and the shifted Gauss-Lengendre quadratu
re formula from a ''simple transport model.'' The purpose of this pape
r is to describe the effects of the parameters c, alpha, and N (the di
mension of the matrix) on the convergence rates of the iterative solut
ions. We also compare the convergence rates of those iterative methods
.