Newton’s method for a nonlinear matrix equation

Hasanov V., HAKKAEV S. A.

Comptes Rendus de L'Academie Bulgare des Sciences, cilt.68, sa.8, ss.973-982, 2015 (SCI-Expanded, Scopus) identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 68 Sayı: 8
  • Basım Tarihi: 2015
  • Dergi Adı: Comptes Rendus de L'Academie Bulgare des Sciences
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.973-982
  • Anahtar Kelimeler: Fixed point iteration, Newton’s method, Nonlinear matrix equation
  • Trakya Üniversitesi Adresli: Hayır

Özet

In this paper, Newton’s method for finding the largest positive definite solution of the matrix equation X + Σmi=1 A*iX-1Ai = Q is studied. Non-local convergence of Newton's method is shown. Some numerical examples are presented to illustrate the theoretical results.