The King–Werner method for solving nonsymmetric algebraic Riccati equation

摘要

For the nonsymmetric algebraic Riccati equation arising from transport theory, we concern about solving its minimal positive solution. In [1], Lu transferred the equation into a vector form and pointed out that the minimal positive solution of the matrix equation could be obtained via computing that of the vector equation. In this paper, we use the King–Werner method to solve the minimal positive solution of the vector equation and give the convergence and error analysis of the method. Numerical tests show that the King–Werner method is feasible to determine the minimal positive solution of the vector equation.