A note on the relaxed Newton-like method for nonsymmetric algebraic Riccati equation
The non-symmetric algebraic Riccati equation arising in transport theory can be rewritten as a vector equation and the minimal positive solution of the non-symmetric algebraic Riccati equation can be obtained by solving the vector equation. In this paper, a remark on the parameter of the relaxed Newton-like method is given, and the range of the parameter is discussed. In fact, the range of the parameter can be lager, i.e., the modulus of the parameter lambda can be more than 1.
relaxed newton-like method non-symmetric algebraic riccati equation parameter