Title
Some iterative methods for the largest positive definite solution to a class of nonlinear matrix equation.
Abstract
In this paper, we propose some inversion-free iteration methods for finding the largest positive definite solution of a class of nonlinear matrix equation. Then, we consider the properties of the solution for this nonlinear matrix equation. Also, we establish Newton’s iteration method for finding the largest positive definite solution and prove its quadratic convergence. Furthermore, we derive the semi-local convergence of the Newton’s iteration method. Finally, some numerical examples are presented to illustrate the effectiveness of the theoretical results and the behavior of the considered methods.
Year
DOI
Venue
2018
10.1007/s11075-017-0432-8
Numerical Algorithms
Keywords
Field
DocType
Nonlinear matrix equation, Inversion-free iteration method, Newton’s iteration method, Largest positive definite solution, Semi-local convergence
Convergence (routing),Mathematical optimization,Mathematical analysis,Iterative method,Positive-definite matrix,Nonlinear matrix equation,Rate of convergence,Mathematics
Journal
Volume
Issue
ISSN
79
1
1017-1398
Citations 
PageRank 
References 
0
0.34
7
Authors
2
Name
Order
Citations
PageRank
Bao-Hua Huang1125.68
Changfeng Ma210016.25