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

- Journal title : Honam Mathematical Journal
- Volume 35, Issue 3, 2013, pp.417-433
- Publisher : The Honam Mathematical Society
- DOI : 10.5831/HMJ.2013.35.3.417

Title & Authors

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

Seo, Sang-Hyup; Seo, Jong-Hyun; Kim, Hyun-Min;

Seo, Sang-Hyup; Seo, Jong-Hyun; Kim, Hyun-Min;

Abstract

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 Frchet derivative at the elementwise minimal positive solvent is nonsingular. Although the Frchet derivative is singular, the convergence rate is at least linear. Numerical experiments of the convergence rate are given.

Keywords

quadratic matrix equation;elementwise positive solvent;elementwise nonnegative solvent;M-matrix;Newton`s method;convergence rate;

Language

English

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