Convergence of Newton's method for solving a nonlinear matrix equation

DOI10.7858/EAMJ.2016.002MaRDI QIDQ2795320zbMATH OpenOpenAlexFDO

Authors Jie Meng, Hyun-Jung Lee, Hyun-Min Kim

Publication date 21 March 2016

Published in East Asian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.7858/eamj.2016.002

zbMATH Keywords

\(M\)-matrixelementwise nonnegative solutionmonotone convergenceNewton's methodnonlinear matrix equationsnumerical examples

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Positive matrices and their generalizations; cones of matrices (15B48) Iterative numerical methods for linear systems (65F10) Numerical computation of solutions to systems of equations (65H10)

Review text

The authors consider the use of Newton's method for solving nonlinear matrix equations \(X^p+AX^qB+CXD+E=0\), where \(p\) and \(q\) are positive integers, \(A\), \(B\), \(E\) are \(n\times n\) nonnegative matrices and \(C\), \(D\) are arbitrary \(n\times n\) real matrices. They provide sufficient conditions for the existence of the elementwise minimal nonnegative solution and consider the monotone convergence of the method. The efficiency of the method is also demonstrated by a number of numerical examples.

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Cited in

(12)

• Convergence of relaxed Newton method for order-convex matrix equations
• Newton's method for solving a class of nonlinear matrix equations
• Convergence of pure and relaxed Newton methods for solving a matrix polynomial equation arising in stochastic models
• Non-smooth singular Newton's method for positive semidefinite solution of nonlinear matrix equations
• On the convergence of a secant method for nonlinear matrix equations
• Newton's method for a nonlinear matrix equation
• CONVERGENCE OF NEWTON'S METHOD FOR SOLVING A CLASS OF QUADRATIC MATRIX EQUATIONS
• Newton-Schulz method for solving nonlinear matrix equation X^p + A^ XA=Q
• Convergence of a modified Newton method for a matrix polynomial equation arising in stochastic problem
• Elementwise minimal nonnegative solutions for a class of nonlinear matrix equations
• ON NEWTON'S METHOD FOR SOLVING A SYSTEM OF NONLINEAR MATRIX EQUATIONS
• Convergence analysis of a variant of the Newton method for solving nonlinear equations

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