Convergence of pure and relaxed Newton methods for solving a matrix polynomial equation arising in stochastic models

DOI10.1016/j.laa.2013.10.043zbMath1286.65064OpenAlexW2026889745WikidataQ112882231 ScholiaQ112882231MaRDI QIDQ2442216

Jong-Hyeon Seo, Hyun-Min Kim

Publication date: 2 April 2014

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2013.10.043

zbMATH Keywords

Newton's methodnumerical experimentsmonotone convergenceM-matrixexact line searchmatrix polynomial equationrelaxed Newton methodelementwise nonnegative solutionelementwise positive solution

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Matrix equations and identities (15A24) Numerical computation of roots of polynomial equations (65H04)

Related Items (10)

On iterative algorithm and perturbation analysis for the nonlinear matrix equation ⋮ Condition numbers and backward error of a matrix polynomial equation arising in stochastic models ⋮ Condition numbers of the nonlinear matrix equation \(X^p - A^\ast e^X A = I\) ⋮ Numerical Solution of a Matrix Integral Equation Arising in Markov-Modulated Lévy Processes ⋮ Two global quasi-Newton algorithms for solving matrix polynomial equations ⋮ Unnamed Item ⋮ Convergence of relaxed Newton method for order-convex matrix equations ⋮ Unnamed Item ⋮ An explicit polynomial to globalize algorithms for solving matrix polynomial equations ⋮ On the local convergence of a quasi-Newton method for solving matrix polynomial equations

Uses Software

• SQUINT

Cites Work

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