• Title/Summary/Keyword: Elementwise nonnegative solution

Search Result 2, Processing Time 0.016 seconds

CONVERGENCE OF NEWTON'S METHOD FOR SOLVING A NONLINEAR MATRIX EQUATION

  • Meng, Jie;Lee, Hyun-Jung;Kim, Hyun-Min
    • East Asian mathematical journal
    • /
    • v.32 no.1
    • /
    • pp.13-25
    • /
    • 2016
  • We consider the nonlinear matrix equation $X^p+AX^qB+CXD+E=0$, where p and q are positive integers, A, B and E are $n{\times}n$ nonnegative matrices, C and D are arbitrary $n{\times}n$ real matrices. A sufficient condition for the existence of the elementwise minimal nonnegative solution is derived. The monotone convergence of Newton's method for solving the equation is considered. Several numerical examples to show the efficiency of the proposed Newton's method are presented.

NEWTON'S METHOD FOR SOLVING A QUADRATIC MATRIX EQUATION WITH SPECIAL COEFFICIENT MATRICES

  • Seo, Sang-Hyup;Seo, Jong-Hyun;Kim, Hyun-Min
    • Honam Mathematical Journal
    • /
    • v.35 no.3
    • /
    • pp.417-433
    • /
    • 2013
  • We consider the iterative solution of a quadratic matrix equation with special coefficient matrices which arises in the quasibirth and death problem. In this paper, we show that the elementwise minimal positive solvent of the quadratic matrix equations can be obtained using Newton's method if there exists a positive solvent and the convergence rate of the Newton iteration is quadratic if the Fr$\acute{e}$chet derivative at the elementwise minimal positive solvent is nonsingular. Although the Fr$\acute{e}$chet derivative is singular, the convergence rate is at least linear. Numerical experiments of the convergence rate are given.