On the semigroup property for some structured iterations

DOI10.1016/J.CAM.2020.112768MaRDI QIDQ2306403zbMATH OpenOpenAlexFDO

Authors Matthew M. Lin, Chun-Yueh Chiang

Publication date 23 March 2020

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

Full work available at URL https://arxiv.org/abs/1811.00758

zbMATH Keywords

higher-order iterative methodsnonlinear matrix equationsR-superlinear convergencesemigroup propertySherman-Morrison-Woodbury formula

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Iterative numerical methods for linear systems (65F10) Numerical methods for matrix equations (65F45)

Abstract: Nonlinear matrix equations play a crucial role in science and engineering problems. However, solutions of nonlinear matrix equations cannot, in general, be given analytically. One standard way of solving nonlinear matrix equations is to apply the fixed-point iteration with usually only the linear convergence rate. To advance the existing methods, we exploit in this work one type of semigroup property and use this property to propose a technique for solving the equations with the speed of convergence of any desired order. We realize our way by starting with examples of solving the scalar equations and, also, connect this method with some well-known equations including, but not limited to, the Stein matrix equation, the generalized eigenvalue problem, the generalized nonlinear matrix equation, the discrete-time algebraic Riccati equations to express the capacity of this method.

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Cited in

(10)

• Repetitivity of semigroups and a result of Cassaigne, Currie, Schaeffer and Shallit
• On principal iteration semigroups in the case of multiplier zero
• The convergence analysis of an accelerated iteration for solving algebraic Riccati equations
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