Numerical methods for a quadratic matrix equation with a nonsingular M-matrix
نویسندگان
چکیده
منابع مشابه
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...
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ژورنال
عنوان ژورنال: Applied Mathematics Letters
سال: 2016
ISSN: 0893-9659
DOI: 10.1016/j.aml.2015.08.006