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Newton's method for symmetric and bisymmetric solvents of the nonlinear matrix equations

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One of the interesting nonlinear matrix equations is the qua-dratic matrix equation defined by Q(X) = AX2 + BX + C = 0, where X is a n×n unknown real matrix, and A,B and C are n×n givenmatrices with real elements. Another one is the matrix polynomial P(X) = A0Xm + A1Xm−1 + · · · + Am = 0, X,Ai 2 Rn×n. Newton’s method is used to find the symmetric and bisymmetric solventsof the nonlinear matrix equations Q(X) and P(X). The method does notdepend on the singularity of the Fr´echet derivative. Finally, we give somenumerical examples.

Abstract

One of the interesting nonlinear matrix equations is the qua-dratic matrix equation defined by Q(X) = AX2 + BX + C = 0, where X is a n×n unknown real matrix, and A,B and C are n×n givenmatrices with real elements. Another one is the matrix polynomial P(X) = A0Xm + A1Xm−1 + · · · + Am = 0, X,Ai 2 Rn×n. Newton’s method is used to find the symmetric and bisymmetric solventsof the nonlinear matrix equations Q(X) and P(X). The method does notdepend on the singularity of the Fr´echet derivative. Finally, we give somenumerical examples.

참고문헌 (12)

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  3. G. J. Davis, "Algorithm 598: An algorithm to compute solvents of the matrix equation AX2+ BX + C = 0", ACM Trans. Math. Software, 9(2), pp.246~254 (1983)
  4. C.-H. Guo, "On the iterative solution of a class of nonsymmetric algebraic equations", SIAM J. Matrix Anal. Appl, 22(2), pp.376~391 (2000)
  5. N. J. Higham, "Numerical analysis of a quadratic matrix equation", IMA J. Numer. Anal, 20(4), pp.499~519 (2000)
  6. N. J. Higham, "Solving a quadratic matrix equation by Newton’s method with exact line searches", SIAM J. Matrix Anal. Appl, 23(2), pp.303~316 (2001)
  7. Hyun-Min Kim, "Convergence of Newton's Method for Solving a Class of Quadratic Matrix Equations", 호남수학학술지, 30(2), pp.399~409 (2008), 호남수학회
  8. W. Kratz, "Numerical solution of matrix polynomial equations by Newton’s method", IMA J. Numer. Anal, 7(3), pp.355~369 (1987)
  9. G. M. Phillips, "Theory and Applications of Numerical Analysis" (1996), Aca- demic Press
  10. D. X. Xie, "The solvability conditions for the inverse problem of bisymmetric nonnegative definite matrices", J. Comput. Math, 6(6), pp.597~608 (2000)
  11. X. Y. Peng, "The bisymmetric solutions of the matrix equation A1X1B1 +A1X1B1 +· · ·+AlXlBl = C and its optimal approximation", Linear Algebra Appl, 426(2-3), pp.583~595 (2007)
  12. L. Zhao, "Least square solutions to AX = B for bisymmetric matrices under a central principal submatrix constrain and the optimal approximation", Linear Algebra Appl, 428(4), pp.871~880 (2008)

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