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THE CONDITION NUMBERS OF A QUADRATIC MATRIX EQUATION

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In this paper we consider the quadratic matrix equation which can be defined by Q(X) = AX^2 + BX + C = 0,where X is a n × n unknown complex matrix, and A,B and C are n × n given matrices with complex elements. We first introduce a couple of condition numbers of the equation Q(X) and present normwise condition numbers. Finally, we compare the results and some numerical experiments are given.

Abstract

In this paper we consider the quadratic matrix equation which can be defined by Q(X) = AX^2 + BX + C = 0,where X is a n × n unknown complex matrix, and A,B and C are n × n given matrices with complex elements. We first introduce a couple of condition numbers of the equation Q(X) and present normwise condition numbers. Finally, we compare the results and some numerical experiments are given.

참고문헌 (6)

  1. G. J. Davis, "Numerical solution of a quadratic matrix equation", SIAM J. Sci. Stat. Comput., 2, pp.164~175 (1981)
  2. I. Gohberg, "Mixed, componentwise, and structured condition numbers", SIAM J. Matrix Anal. Appl., 14, pp.688~704 (1993)
  3. N. J. Higham, "Solving a quadratic matrix equation by Newton’s method with line searches", SIAM J. Matrix Anal. Appl., 23, pp.303~316 (2001)
  4. R. Horn, "Topics in Matrix Analysis" (1995), Cambridge University Press
  5. Yiqin Lin, "Condition Numbers of the Generalized Sylvester Equation", IEEE Transactions on Automatic Control, 52, pp.2380~2385 (2007)
  6. R. D. Skeel, "Scaling for numerical stablity in Gaussian elimination", J. Assoc. Comput. Mach., 26, pp.494~526 (1979)

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