A block Newton’s method for computing invariant pairs of nonlinear matrix pencils

Author(s):  
Kirill V. Demyanko ◽  
Yuri M. Nechepurenko

Abstract The block inverse iteration and block Newton’s methods proposed by the authors of this paper for computing invariant pairs of regular linear matrix pencils are generalized to the case of regular nonlinear matrix pencils. Numerical properties of the proposed methods are demonstrated with a typical quadratic eigenproblem.

SIAM Review ◽  
1979 ◽  
Vol 21 (3) ◽  
pp. 339-360 ◽  
Author(s):  
G. Peters ◽  
J. H. Wilkinson

AIAA Journal ◽  
1992 ◽  
Vol 30 (7) ◽  
pp. 1886-1891 ◽  
Author(s):  
Malcolm J. Smith ◽  
Stanley G. Hutton

2021 ◽  
Vol 47 (3) ◽  
pp. 1033-1040
Author(s):  
Chacha S Chacha

The nonlinear matrix equation   was solved by Gao (2016) via standard fixed point method. In this paper, three more elegant iterative methods are proposed to find the approximate solution of the nonlinear matrix equation  namely: Newton’s method; modified fixed point method and a combination of Newton’s method and fixed point method. The convergence of Newton’s method and modified fixed point method are derived. Comparative numerical experimental results indicate that the new developed algorithms have both less computational time and good convergence properties when compared to their respective standard algorithms. Keywords: Hermitian positive definite solution; nonlinear matrix equation; modified fixed point method; iterative method


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