scholarly journals Newton's method for solving a quadratic matrix equation with special coefficient matrices

2014 ◽  
Vol 490 ◽  
pp. 012001
Author(s):  
Sang-Hyup Seo ◽  
Jong Hyun Seo ◽  
Hyun-Min Kim
Keyword(s):  
Newton’S Method ◽  
Matrix Equation ◽  
Newton's Method ◽  
Quadratic Matrix Equation ◽  
Quadratic Matrix

Newton-Shamanskii Method for a Quadratic Matrix Equation Arising in Quasi-Birth-Death Problems

2014 ◽  
Vol 4 (4) ◽  
pp. 386-395
Author(s):  
Pei-Chang Guo
Keyword(s):  
Markov Chains ◽  
Stationary Distribution ◽  
Discrete Time ◽  
Matrix Equation ◽  
Nonnegative Solution ◽  
Minimal Nonnegative Solution ◽  
The Minimal Nonnegative Solution ◽  
Quadratic Matrix Equation ◽  
Quadratic Matrix ◽  
Birth Death

AbstractIn order to determine the stationary distribution for discrete time quasi-birth-death Markov chains, it is necessary to find the minimal nonnegative solution of a quadratic matrix equation. The Newton-Shamanskii method is applied to solve this equation, and the sequence of matrices produced is monotonically increasing and converges to its minimal nonnegative solution. Numerical results illustrate the effectiveness of this procedure.

scholarly journals A Geometric Newton Method for Oja's Vector Field

2009 ◽  
Vol 21 (5) ◽  
pp. 1415-1433 ◽  
Author(s):  
P.-A. Absil ◽  
M. Ishteva ◽  
L. De Lathauwer ◽  
S. Van Huffel
Keyword(s):  
Vector Field ◽  
Newton Method ◽  
Newton’S Method ◽  
Matrix Equation ◽  
Orthogonal Group ◽  
Newton's Method ◽  
Newton Algorithm ◽  
The Matrix ◽  
Geometric Techniques ◽  
The Way

Newton's method for solving the matrix equation [Formula: see text] runs up against the fact that its zeros are not isolated. This is due to a symmetry of F by the action of the orthogonal group. We show how differential-geometric techniques can be exploited to remove this symmetry and obtain a “geometric” Newton algorithm that finds the zeros of F. The geometric Newton method does not suffer from the degeneracy issue that stands in the way of the original Newton method.

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