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
DOI10.1080/03081087.2017.1329270
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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