Convergence of relaxed Newton method for order-convex matrix equations

DOI10.1007/S40314-019-1021-3MaRDI QIDQ2301039zbMATH OpenOpenAlexWikidataFDO

Authors Sang-Hyup Seo, Jong-Hyeon Seo

Publication date 28 February 2020

Published in Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40314-019-1021-3

zbMATH Keywords

Newton methodnonlinear matrix equationorder-convex functionrelaxed Newton method

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10)

Recommendations

• Convergence of Newton's method for solving a nonlinear matrix equation
• Convergence of pure and relaxed Newton methods for solving a matrix polynomial equation arising in stochastic models
• Convergence of the relaxed Newton's method
• Newton's method for a nonlinear matrix equation
• Newton's method for solving a class of nonlinear matrix equations

Cites work

• A structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equation
• A Survey onM-Matrices
• Accurate solutions of \(M\)-matrix algebraic Riccati equations
• Algorithm 598
• Algorithmic approach to the extinction probability of branching processes
• An exact line search method for solving generalized continuous-time algebraic Riccati equations
• Branching Processes
• Branching processes in biology
• Combined elapsed time and matrix-analytic method for the discrete time \(GI/G/1\) and \(GI^X/G/1\) systems
• CONVERGENCE OF NEWTON'S METHOD FOR SOLVING A CLASS OF QUADRATIC MATRIX EQUATIONS
• Convergence of pure and relaxed Newton methods for solving a matrix polynomial equation arising in stochastic models
• Existence of algebraic matrix Riccati equations arising in transport theory
• Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains
• Functions of Matrices
• scientific article; zbMATH DE number 3889718 (Why is no real title available?)
• scientific article; zbMATH DE number 3756646 (Why is no real title available?)
• scientific article; zbMATH DE number 3236302 (Why is no real title available?)
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Iterative Solution of a Nonsymmetric Algebraic Riccati Equation
• Iterative Solution of Nonlinear Equations in Several Variables
• Matrix Analysis
• Newton's iteration for the extinction probability of a Markovian binary tree
• Newton's method for solving a quadratic matrix equation with special coefficient matrices
• Newton’s Method for Convex Operators in Partially Ordered Spaces
• Nonnegative Solutions of a Quadratic Matrix Equation Arising from Comparison Theorems in Ordinary Differential Equations
• Nonsymmetric algebraic Riccati equations and Wiener-Hopf factorization for M-matrices
• Numerical analysis of a quadratic matrix equation
• Numerical Methods for Structured Markov Chains
• Numerical Solution of a Quadratic Matrix Equation
• On the convergence and limits of certain matrix sequences arising in quasi-birth-and-death Markov chains
• On the iterative solution of a class of nonsymmetric algebraic Riccati equations
• Solving a quadratic matrix equation by newton's method with exact line searches
• The quasi-stationary behavior of quasi-birth-and-death processes

Cited in

(2)

• Convergence of pure and relaxed Newton methods for solving a matrix polynomial equation arising in stochastic models
• Gradient-based iterative approach for solving constrained systems of linear matrix equations

Describes a project that uses

Uses Software

• SQUINT
• mftoolbox

This page was built for publication: Convergence of relaxed Newton method for order-convex matrix equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2301039)