Monotone convergence of Newton-like iteration for a structured nonlinear eigen-problem

被引:0
作者
Guo, Pei -Chang [1 ]
Gao, Shi-Chen [1 ]
Yang, Yong-Qing [1 ]
机构
[1] China Univ Geosci, Sch Sci, Beijing 100083, Peoples R China
基金
中国国家自然科学基金;
关键词
Eigen-problem; Stieltjes matrix; Newton -like method; Monotone convergence;
D O I
10.1016/j.amc.2022.127532
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
A structured eigen-problem Ax +F(x) = lambda x is studied in this paper, where in applications A is an element of R-nxn is an irreducible Stieltjes matrix. Under certain restrictions, this problem has a unique positive solution. We show that, starting from a multiple of the positive eigenvec-tor of A , the Newton-like algorithm for this eigen-problem is well defined and converges monotonically. Numerical results illustrate the effectiveness of this Newton-like method. (C) 2022 Elsevier Inc. All rights reserved.
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页数:7
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