A structure-preserving doubling algorithm for solving a class of quadratic matrix equation with $ M $-matrix

نویسندگان

چکیده

<abstract><p>Consider the problem of finding maximal nonpositive solvent $ \varPhi quadratic matrix equation (QME) X^2 + BX C = 0 with B being a nonsingular M $-matrix and an such that B^{-1}C\ge $. Such QME arises from overdamped vibrating system. Recently, under condition - I is $-matrix, Yu et al. (<italic>Appl. Math. Comput.</italic>, 218 (2011): 3303–3310) proved \rho(\varPhi)\le 1 for this QME. In paper, same condition, we slightly improve their result prove \rho(\varPhi) < $, which important convergence structure-preserving doubling algorithm. Then, new globally monotonically quadratically convergent algorithm solving developed. Numerical examples are presented to demonstrate feasibility effectiveness our method.</p></abstract>

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A numerical algorithm for solving a class of matrix equations

In this paper, we present a numerical algorithm for solving matrix equations $(A otimes B)X = F$  by extending the well-known Gaussian elimination for $Ax = b$. The proposed algorithm has a high computational efficiency. Two numerical examples are provided to show the effectiveness of the proposed algorithm.

متن کامل

a numerical algorithm for solving a class of matrix equations

in this paper, we present a numerical algorithm for solving matrix equations $(a otimes b)x = f$  by extending the well-known gaussian elimination for $ax = b$. the proposed algorithm has a high computational efficiency. two numerical examples are provided to show the effectiveness of the proposed algorithm.

متن کامل

On a quadratic matrix equation associated with an M-matrix∗

We study the quadratic matrix equation X2 − EX − F = 0, where E is diagonal and F is an M -matrix. Quadratic matrix equations of this type arise in noisy Wiener–Hopf problems for Markov chains. The solution of practical interest is a particular M -matrix solution. The existence and uniqueness of M -matrix solutions and numerical methods for finding the desired M -matrix solution are discussed b...

متن کامل

A new two-phase structure-preserving doubling algorithm for critically singular M-matrix algebraic Riccati equations

Among numerous iterative methods for solving the minimal nonnegative solution of an M -matrix algebraic Riccati equation, the structure-preserving doubling algorithm (SDA) stands out owing to its overall efficiency as well as accuracy. SDA is globally convergent and its convergence is quadratic, except for the critical case for which it converges linearly with the linear rate 1=2. In this paper...

متن کامل

‎A matrix LSQR algorithm for solving constrained linear operator equations

In this work‎, ‎an iterative method based on a matrix form of LSQR algorithm is constructed for solving the linear operator equation $mathcal{A}(X)=B$‎ ‎and the minimum Frobenius norm residual problem $||mathcal{A}(X)-B||_F$‎ ‎where $Xin mathcal{S}:={Xin textsf{R}^{ntimes n}~|~X=mathcal{G}(X)}$‎, ‎$mathcal{F}$ is the linear operator from $textsf{R}^{ntimes n}$ onto $textsf{R}^{rtimes s}$‎, ‎$ma...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Electronic research archive

سال: 2022

ISSN: ['2688-1594']

DOI: https://doi.org/10.3934/era.2022030