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

MaRDI QIDQ4615398zbMATH OpenFDO

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)

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Cited in

(3)

• 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
• Two global quasi-Newton algorithms for solving matrix polynomial equations

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• SQUINT

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