English

A structure-preserving doubling algorithm for solving a class of quadratic matrix equation with $M$-matrix

Numerical Analysis 2022-02-15 v1 Numerical Analysis

Abstract

Consider the problem of finding the maximal nonpositive solvent Φ\Phi of the quadratic matrix equation (QME) X2+BX+C=0X^2 + BX + C =0 with BB being a nonsingular MM-matrix and CC an MM-matrix such that B1C0B^{-1}C\ge 0, and BCIB - C - I a nonsingular MM-matrix. Such QME arises from an overdamped vibrating system. Recently, Yu et al. ({\em Appl. Math. Comput.}, 218: 3303--3310, 2011) proved that ρ(Φ)1\rho(\Phi)\le 1 for this QME. In this paper, we slightly improve their result and prove ρ(Φ)<1\rho(\Phi)< 1, which is important for the quadratic convergence of the structure-preserving doubling algorithm. Then, a new globally monotonically and quadratically convergent structure-preserving doubling algorithm to solve the QME is developed. Numerical examples are presented to demonstrate the feasibility and effectiveness of our method.

Cite

@article{arxiv.2103.07182,
  title  = {A structure-preserving doubling algorithm for solving a class of quadratic matrix equation with $M$-matrix},
  author = {Cairong Chen},
  journal= {arXiv preprint arXiv:2103.07182},
  year   = {2022}
}

Comments

8 pages, 2figures

R2 v1 2026-06-24T00:03:14.394Z