NEWTON'S METHOD FOR SYMMETRIC AND BISYMMETRIC SOLVENTS OF THE NONLINEAR MATRIX EQUATIONS

Title & Authors
NEWTON'S METHOD FOR SYMMETRIC AND BISYMMETRIC SOLVENTS OF THE NONLINEAR MATRIX EQUATIONS
Han, Yin-Huan; Kim, Hyun-Min;

Abstract
One of the interesting nonlinear matrix equations is the quadratic matrix equation defined by $\small{Q(X)=AX^2+BX+C=0}$, where X is a $\small{n{\times}n}$ unknown real matrix, and A, B and C are $\small{n{\times}n}$ given matrices with real elements. Another one is the matrix polynomial $\small{P(X)=A_0X^m+A_1X^{m-1}+{\cdots}+A_m=0,\;X,\;A_i{\in}\mathbb{R}^{n{\times}n}}$. Newton's method is used to find the symmetric and bisymmetric solvents of the nonlinear matrix equations Q(X) and P(X). The method does not depend on the singularity of the Fr$\small{\acute{e}}$chet derivative. Finally, we give some numerical examples.
Keywords
quadratic matrix equation;matrix polynomial;solvent;Newton's method;iterative algorithm;symmetric;bisymmetric;
Language
English
Cited by
1.
Diagonal update method for a quadratic matrix equation, Applied Mathematics and Computation, 2016, 283, 208
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