Solving a Quadratic Matrix Equation by Newton's Method with Exact Line Searches
نویسندگان
چکیده
We show how to incorporate exact line searches into Newton’s method for solving the quadratic matrix equation AX2 + BX + C = 0, where A, B and C are square matrices. The line searches are relatively inexpensive and improve the global convergence properties of Newton’s method in theory and in practice. We also derive a condition number for the problem and show how to compute the backward error of an approximate solution.
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ورودعنوان ژورنال:
- SIAM J. Matrix Analysis Applications
دوره 23 شماره
صفحات -
تاریخ انتشار 2001