Convergence of a modified Newton method for a matrix polynomial equation arising in stochastic problem

zbMATH Open1405.65075MaRDI QIDQ4615398FDOQ4615398

Authors: Sang-Hyup Seo, Jong-Hyeon Seo, Hyun-Min Kim 

Publication date: 28 January 2019

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zbMATH Keywords

convergence rate\(M\)-matrixNewton's methodmatrix polynomial equationelementwise nonnegative solutionelementwise positive solutionacceleration of a method

Mathematics Subject Classification ID

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

Cites Work

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• Convergence of pure and relaxed Newton methods for solving a matrix polynomial equation arising in stochastic models
• CONVERGENCE OF NEWTON'S METHOD FOR SOLVING A CLASS OF QUADRATIC MATRIX EQUATIONS
• Newton's method for solving a quadratic matrix equation with special coefficient matrices

Cited In (3)

• Two global quasi-Newton algorithms for solving matrix polynomial equations
• Convergence of pure and relaxed Newton methods for solving a matrix polynomial equation arising in stochastic models
• Numerical Solution of a Matrix Integral Equation Arising in Markov-Modulated Lévy Processes

Uses Software

• SQUINT

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