Two structure-preserving-doubling like algorithms for obtaining the positive definite solution to a class of nonlinear matrix equation

被引:9
作者
Huang, Na [1 ]
Ma, Chang-Feng [1 ]
机构
[1] Fujian Normal Univ, Sch Math & Comp Sci, Fuzhou 350007, Peoples R China
基金
中国国家自然科学基金;
关键词
Nonlinear matrix equation; Structure-preserving-doubling like algorithm; Positive definite solution; Convergence analysis; Numerical experiment; HERMITIAN SOLUTIONS; DICHOTOMY; EXISTENCE; ITERATION; SPECTRUM;
D O I
10.1016/j.camwa.2015.01.008
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we present two structure-preserving-doubling like algorithms for obtaining the positive definite solution of the nonlinear matrix equation X + A(H)(X) over bar (-1) A = Q, where X is an element of C-nxn is an unknown matrix and Q is an element of C-nxn is a Hermitian positive definite matrix. We prove that the sequences generated by the algorithms converge to the positive definite solution of the considered matrix equation R-quadratically. In addition, we also present some numerical results to illustrate the behavior of the considered algorithm. (C) 2015 Elsevier Ltd. All rights reserved.
引用
收藏
页码:494 / 502
页数:9
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