Highly accurate doubling algorithm for quadratic matrix equation from quasi-birth-and-death process
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Publication:2332400
DOI10.1016/j.laa.2019.08.018zbMath1437.65022OpenAlexW2969666956MaRDI QIDQ2332400
Ren-Cang Li, Cai-Rong Chen, Chang-Feng Ma
Publication date: 4 November 2019
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.laa.2019.08.018
Numerical computation of solutions to systems of equations (65H10) Matrix equations and identities (15A24) Numerical methods for matrix equations (65F45)
Related Items (5)
A structure-preserving doubling algorithm for solving a class of quadratic matrix equation with \(M\)-matrix ⋮ The structure-preserving doubling algorithm and convergence analysis for a nonlinear matrix equation ⋮ Numerical Solution of a Matrix Integral Equation Arising in Markov-Modulated Lévy Processes ⋮ Iterative and doubling algorithms for Riccati‐type matrix equations: A comparative introduction ⋮ Highly Accurate Latouche-Ramaswami Logarithmic Reduction Algorithm for Quasi-Birth-and-Death Process
Uses Software
Cites Work
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