Abstract

We consider the iterative method for solving a quadratic matrix equation with special coefficient matrices which arises in the quasi-birth-death problem. In this paper, we show that the elementwise minimal positive solvents to quadratic matrix equations can be obtained using Newton's method. We also prove that the convergence rate of the Newton iteration is quadratic if the Fréchet derivative at the elementwise minimal positive solvent is nonsingular. However, if the Fréchet derivative is singular, the convergence rate is at least linear. Numerical experiments of the convergence rate are given.(This is summarized a paper which is to appear in Honam Mathematical Journal.)

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.