2006.143: Solving a quadratic matrix equation by Newton's method with exact line searches
2006.143: Nicholas J Higham and Hyun-Min Kim (2001) Solving a quadratic matrix equation by Newton's method with exact line searches. SIAM Journal On Matrix Analysis And Applications, 23 (2). pp. 303-316. ISSN 1095-7162
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DOI: 10.1137/S0895479899350976
Abstract
We show how to incorporate exact line searches into Newton's method for solving the quadratic matrix equation AX^2 + BX + C = 0, where A, B and C are square matrices. The line searches are relatively inexpensive and improve the global convergence properties of Newton's method in theory and in practice. We also derive a condition number for the problem and show how to compute the backward error of an approximate solution.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | quadratic matrix equation, solvent, Newton's method, generalized Sylvester equation, exact line searches, quadratic eigenvalue problem, condition number, backward error |
| Subjects: | MSC 2000 > 15 Linear and multilinear algebra; matrix theory MSC 2000 > 65 Numerical analysis |
| MIMS number: | 2006.143 |
| Deposited By: | Miss Louise Stait |
| Deposited On: | 27 June 2006 |
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