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An improved inversion-free method for solving the matrix equation X + AX - αa = Q

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成果类型:
期刊论文
作者:
Zhang, Li*
通讯作者:
Zhang, Li
作者机构:
[Zhang, Li; Zhang, L] Changsha Univ Sci & Technol, Dept Math, Changsha 410004, Hunan, Peoples R China.
通讯机构:
[Zhang, Li] C
Changsha Univ Sci & Technol, Dept Math, Changsha 410004, Hunan, Peoples R China.
语种:
英文
关键词:
Convergence;Damped;Fixed point methods;Inversion-free method;Nonlinear matrix equation;Numerical results;Positive definite solution;Positive-definite matrices;Newton-Raphson method;Numerical methods;Matrix algebra
期刊:
Journal of Computational and Applied Mathematics
ISSN:
0377-0427
年:
2013
卷:
253
页码:
200-203
基金类别:
This work was supported by the NSF foundation ( 10901026 ) of China and The Open Fund Project of Key Research Institute of Philosophies and Social Sciences in Hunan Universities.
机构署名:
本校为第一且通讯机构
院系归属:
数学与统计学院
摘要:
In this paper, based on the damped Newton method, we present an inversion-free iterative method with a stepsize parameter for solving the nonlinear matrix equation X+AX-αA=Q, where Q is a Hermitian positive definite matrix and α≥1. The proposed method is an extension of Algorithm 2.2 in [Z. Peng, S.M. El-Sayed, X. Zhang, Iterative methods for the extremal positive definite solution of the matrix equation X+AX-αA=Q, J. Comput. Appl. Math. 200 (2007) 520-527]. Preliminary numerical results show that the proposed method can improve n...

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