A structure-preserving doubling algorithm for solving a class of quadratic matrix equation with M-matrix

被引:2
|
作者
Chen, Cairong [1 ,2 ]
机构
[1] Fujian Normal Univ, FJKLMAA, Sch Math & Stat, Fuzhou 350007, Peoples R China
[2] Fujian Normal Univ, Ctr Appl Math Fujian Prov, Fuzhou 350007, Peoples R China
来源
ELECTRONIC RESEARCH ARCHIVE | 2022年 / 30卷 / 02期
基金
中国国家自然科学基金;
关键词
Quadratic matrix equation; structure-preserving doubling algorithm; M-matrix; maximal nonpositive solvent; quadratic convergence; CYCLIC REDUCTION ALGORITHM; NUMERICAL-SOLUTION; CONVERGENCE;
D O I
10.3934/era.2022030
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Consider the problem of finding the maximal nonpositive solvent Phi of the quadratic matrix equation (qme) X-2 + BX + C = 0 with B being a nonsingular M-matrix and C an M-matrix such that B-1C >= 0. Such qme arises from an overdamped vibrating system. Recently, under the condition that B - C - I is a nonsingular M-matrix, Yu et al. (Appl. Math. Comput., 218 (2011): 3303-3310) proved that rho(Phi) <= 1 for this qme. In this paper, under the same condition, we slightly improve their result and prove that rho(Phi) < 1, which is important for the quadratic convergence of the structurepreserving doubling algorithm. Then, a new globally monotonically and quadratically convergent structure-preserving doubling algorithm for solving the qme is developed. Numerical examples are presented to demonstrate the feasibility and effectiveness of our method.
引用
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页码:574 / 584
页数:11
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