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Finding the skew-symmetric solvent to a quadratic matrix equation

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Inthispaperweconsiderthequadraticmatrixequationwhich can be defined by Q(X) = AX^2 + BX + C = 0,where X is a n×n unknown real matrix; A,B and C are n×n given matrices with real elements. Newton’s method is considered to find the skew-symmetric solvent of the nonlinear matrix equations Q(X). We also show that the method converges the skew-symmetric solvent even if the Fr ́echet derivative is singular. Finally, we give some numerical examples.

Abstract

Inthispaperweconsiderthequadraticmatrixequationwhich can be defined by Q(X) = AX^2 + BX + C = 0,where X is a n×n unknown real matrix; A,B and C are n×n given matrices with real elements. Newton’s method is considered to find the skew-symmetric solvent of the nonlinear matrix equations Q(X). We also show that the method converges the skew-symmetric solvent even if the Fr ́echet derivative is singular. Finally, we give some numerical examples.

참고문헌 (11)

  1. King-wah Eric Chu, "The solution of the matrix equation AXB 􀀀CXD = E and (Y A􀀀 DZ; Y C 􀀀 BZ) = (E; F)", Linear Algebra and Appl, 93, pp.93~105 (1987)
  2. George J. Davis, "Numerical solution of a quadratic matrix equation", SIAM J. Sci. Stat. Comput, 2(2), pp.164~175 (1981)
  3. George J. Davis, "Algorithm 598: An algorithm to compute solvents of the matrix equa- tion AX2 + BX + C = 0", ACM Trans. Math. Software, 9(2), pp.246~254 (1983)
  4. J. E. Dennis, Jr., "Algorithms for solvents of matrix polynomials", SIAM J. Numer. Anal, 15(3), pp.523~533 (1978)
  5. Michael A. Epton, "Methods for the solution of AXD 􀀀 BXC = E and its application in the numerical solution of implicit ordinary di erential equations", BIT, 20, pp.341~345 (1980)
  6. Judith D. Gardiner, "Solution of the Sylvester matrix equation AXBT + CXDT = E", ACM Trans. Math. Software, 18(2), pp.223~231 (1992)
  7. G. H. Golub, "A Hessenberg-Schur method for the problem AX + XB = C", IEEE Trans. Automat. Control, AC-24(6), pp.909~913 (1979)
  8. Nicholas J. Higham, "Solving a quadratic matrix equation by New- ton's method with exact line searches", SIAM J. Matrix Anal. Appl, 23(2), pp.303~316 (2001)
  9. V. Mehrmann, "Sturcture-preserving methods for computing eigenpairs of large sparse skew-Hamiltonian", Hamiltonian pencils, 2001, pp.22, 1905~1925
  10. M. H. C. Paardekooper, "An eigenvalue algorithm for skew-symmetric matrices", Numer. Math, 17, pp.189~202 (1971)
  11. F. Tisseur, "The quadratic eigenvalue problem", SIMA Rev, 43, pp.235~286 (2001)

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