Abstract
In numerically solving nonlinear matrix equations, including algebraic
Riccati equations, that are associated with the eigenspaces of certain
regular matrix pencils by the doubling algorithms, the matrix pencils
must first be brought into one of the two standard forms. Conversely,
each standard form leads to a kind of nonlinear matrix equations, which
are of interest in their own right. In this paper, we are concerned with
the nonlinear matrix equations associated with the first standard form
(SF1). Under the nonnegativeness assumption, we investigate solution
existence and the convergence of the doubling algorithm. We obtain
several results that resemble the ones for SF1 derived from an -matrix algebraic Riccati equation.
Original language | English |
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Pages (from-to) | 169-191 |
Number of pages | 23 |
Journal | Annals of Mathematical Sciences and Applications |
Volume | 7 |
Issue number | 2 |
DOIs | |
Publication status | Published - 12 Sept 2022 |
Scopus Subject Areas
- General Mathematics
User-Defined Keywords
- doubling algorithm
- First standard form
- M-matrix
- minimal nonnegative solution
- nonnegative matrix
- SF1