Fast verified computation for the solvent of the quadratic matrix equation

2018 ◽  
Vol 34 ◽  
pp. 137-151
Author(s):  
Shinya Miyajima

Two fast algorithms for numerically computing an interval matrix containing the solvent of the quadratic matrix equation $AX^2 + BX + C = 0$ with square matrices $A$, $B$, $C$ and $X$ are proposed. These algorithms require only cubic complexity, verify the uniqueness of the contained solvent, and do not involve iterative process. Let $\ap{X}$ be a numerical approximation to the solvent. The first and second algorithms are applicable when $A$ and $A\ap{X}+B$ are nonsingular and numerically computed eigenvector matrices of $\ap{X}^T$ and $\ap{X} + \inv{A}B$, and $\ap{X}^T$ and $\inv{(A\ap{X}+B)}A$ are not ill-conditioned, respectively. The first algorithm moreover verifies the dominance and minimality of the contained solvent. Numerical results show efficiency of the algorithms.

2014 ◽  
Vol 4 (4) ◽  
pp. 386-395
Author(s):  
Pei-Chang Guo

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.


2017 ◽  
Vol 15 (1) ◽  
pp. 340-353 ◽  
Author(s):  
Duanmei Zhou ◽  
Guoliang Chen ◽  
Jiu Ding

Abstract Let A = PQT, where P and Q are two n × 2 complex matrices of full column rank such that QTP is singular. We solve the quadratic matrix equation AXA = XAX. Together with a previous paper devoted to the case that QTP is nonsingular, we have completely solved the matrix equation with any given matrix A of rank-two.


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