Convergence of pure and relaxed Newton methods for solving a matrix polynomial equation arising in stochastic models

DOI10.1016/j.laa.2013.10.043zbMath1286.65064WikidataQ112882231 ScholiaQ112882231MaRDI QIDQ2442216

Jong-Hyeon Seo, Hyun-Min Kim

Publication date: 2 April 2014

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

Full work available at URL: https://doi.org/10.1016/j.laa.2013.10.043

zbMATH Keywords

Newton's method; numerical experiments; monotone convergence; M-matrix; exact line search; matrix polynomial equation; relaxed Newton method; elementwise nonnegative solution; elementwise positive solution

Mathematics Subject Classification ID

65H10: Numerical computation of solutions to systems of equations

15A24: Matrix equations and identities

65H04: Numerical computation of roots of polynomial equations

Related Items

Unnamed Item, Unnamed Item, Numerical Solution of a Matrix Integral Equation Arising in Markov-Modulated Lévy Processes, Two global quasi-Newton algorithms for solving matrix polynomial equations, Condition numbers and backward error of a matrix polynomial equation arising in stochastic models, Condition numbers of the nonlinear matrix equation \(X^p - A^\ast e^X A = I\), An explicit polynomial to globalize algorithms for solving matrix polynomial equations, On the local convergence of a quasi-Newton method for solving matrix polynomial equations, On iterative algorithm and perturbation analysis for the nonlinear matrix equation, Convergence of relaxed Newton method for order-convex matrix equations

Uses Software

• SQUINT

Cites Work

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