Quadratic vector equations

DOI10.1016/J.LAA.2011.05.036zbMATH Open1268.15014arXiv1004.1500OpenAlexW1985854596MaRDI QIDQ1940316FDOQ1940316

Authors: Federico Poloni 

Publication date: 6 March 2013

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

Abstract: We study in an unified fashion several quadratic vector and matrix equations with nonnegativity hypotheses. Specific cases of such problems (QBD equations, nonsymmetric algebraic Riccati equations, Lu's simple equation, Markovian binary trees equations) have been studied extensively in the past by several authors. Many of the results appearing here have already been proved for one or more of the single instances of the problems, resorting to specific characteristics of the problem. In some cases the proofs we present here are mere rewriting of the original proofs with a little change of notation to adapt them to our framework, but in some cases we are effectively able to remove some hypotheses and generalize the results by abstracting the specific aspects of each problem.

Full work available at URL: https://arxiv.org/abs/1004.1500

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zbMATH Keywords

algorithm\(M\)-matrixNewton's methodnonnegative matrixnonsymmetric algebraic Riccati equationquadratic vector equationfunctional iterationquasi-block-diagonal queue

Mathematics Subject Classification ID

Positive matrices and their generalizations; cones of matrices (15B48) Matrix equations and identities (15A24)

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Cited In (8)

• On the solution of a quadratic vector equation arising in Markovian binary trees.
• Quadratic vector equations
• Perturbation analysis of the extinction probability of a Markovian binary tree
• A modified Newton method for the quadratic vector equation arising in Markovian binary trees
• Combined Newton-gradient method for constrained root-finding in chemical reaction networks
• Quadratic vector equations on complex upper half-plane
• Algorithms for quadratic matrix and vector equations
• The modified Newton-Shamanskii method for the solution of a quadratic vector equation arising in Markovian binary trees

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