Newton-Shamanskii Method for a Quadratic Matrix Equation Arising in Quasi-Birth-Death Problems

DOI10.4208/eajam.040914.301014azbMath1309.65047OpenAlexW2332878818MaRDI QIDQ5175454

Pei-Chang Guo

Publication date: 23 February 2015

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/eajam.040914.301014a

zbMATH Keywords

numerical resultminimal nonnegative solutionquadratic matrix equationNewton-Shamanskii methoddiscrete time quasi-birth-death Markov chains

Mathematics Subject Classification ID

Related Items (1)

Weight splitting iteration methods to solve quadratic nonlinear matrix equation \(MY^2+NY+P=0\)

Uses Software

• na12

Cites Work

• Unnamed Item
• Improved cyclic reduction for solving queueing problems
• A Shifted Cyclic Reduction Algorithm for Quasi-Birth-Death Problems
• Convergence analysis of the Newton-Shamanskii method for a nonsymmetric algebraic Riccati equation
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Newton's iteration for non-linear equations in Markov chains
• On the Solution of a Nonlinear Matrix Equation Arising in Queueing Problems
• Numerical Methods for Structured Markov Chains
• Solving matrix polynomial equations arising in queueing problems

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