Convergence of pure and relaxed Newton methods for solving a matrix polynomial equation arising in stochastic models
From MaRDI portal
Publication:2442216
DOI10.1016/j.laa.2013.10.043zbMath1286.65064WikidataQ112882231 ScholiaQ112882231MaRDI QIDQ2442216
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
Newton's method; numerical experiments; monotone convergence; M-matrix; exact line search; matrix polynomial equation; relaxed Newton method; elementwise nonnegative solution; elementwise positive solution
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
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