The structure-preserving doubling algorithms for positive definite solution to a system of nonlinear matrix equations | |
Huang, Na1,2,3; Ma, Chang-Feng2,3 | |
刊名 | LINEAR & MULTILINEAR ALGEBRA |
2018 | |
卷号 | 66期号:4页码:827-839 |
关键词 | System of nonlinear matrix equations positive definite solution structure-preserving doubling algorithm convergence analysis numerical examples 65H10 65F10 15A24 |
ISSN号 | 0308-1087 |
DOI | 10.1080/03081087.2017.1329270 |
英文摘要 | In this paper, we consider the positive definite solution to the system of nonlinearmatrix equations X + A* Y-1A = In and Y + B* X-1B = In, where A, B. Cnxn are given matrices. We present a structurepreserving doubling algorithm and twomodified structure-preserving doubling algorithms to compute the positive definite solution of the system. We prove that the sequences generated by the algorithms converge to the positive definite solution of the system. Finally, some numerical examples are given to show the behaviour of the considered algorithms. |
WOS研究方向 | Mathematics |
语种 | 英语 |
出版者 | TAYLOR & FRANCIS LTD |
WOS记录号 | WOS:000428517600018 |
内容类型 | 期刊论文 |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/30094] |
专题 | 中国科学院数学与系统科学研究院 |
通讯作者 | Ma, Chang-Feng |
作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci Engn Comp, Beijing, Peoples R China 2.Fujian Normal Univ, Sch Math & Comp Sci, Fuzhou, Fujian, Peoples R China 3.Fujian Normal Univ, FJKLMAA, Fuzhou, Fujian, Peoples R China |
推荐引用方式 GB/T 7714 | Huang, Na,Ma, Chang-Feng. The structure-preserving doubling algorithms for positive definite solution to a system of nonlinear matrix equations[J]. LINEAR & MULTILINEAR ALGEBRA,2018,66(4):827-839. |
APA | Huang, Na,&Ma, Chang-Feng.(2018).The structure-preserving doubling algorithms for positive definite solution to a system of nonlinear matrix equations.LINEAR & MULTILINEAR ALGEBRA,66(4),827-839. |
MLA | Huang, Na,et al."The structure-preserving doubling algorithms for positive definite solution to a system of nonlinear matrix equations".LINEAR & MULTILINEAR ALGEBRA 66.4(2018):827-839. |
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