A generalized ALI iteration method for nonsymmetric algebraic Riccati equations.

Nonsymmetric algebraic Riccati equations are a class of nonlinear matrix equations with wide applications. In this paper, numerical solution of nonsymmetric algebraic Riccati equations is studied. A generalized ALI iteration method is proposed to solve the equation, which is an extension of the ALI iteration method and the MALI iteration method. Theoretical analysis and numerical experiments show that the proposed method is feasible and is more effective than the ALI iteration method and the MALI iteration method. [ABSTRACT FROM AUTHOR]