On nonlinear matrix equations from the first standard form

Changli Liu, Jungong Xue, Ren Cang Li

Research output: Contribution to journalJournal articlepeer-review

1 Citation (Scopus)

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 languageEnglish
Pages (from-to)169-191
Number of pages23
JournalAnnals of Mathematical Sciences and Applications
Volume7
Issue number2
DOIs
Publication statusPublished - 12 Sept 2022

Scopus Subject Areas

  • General Mathematics

User-Defined Keywords

  • doubling algorithm
  • First standard form
  • M-matrix
  • minimal nonnegative solution
  • nonnegative matrix
  • SF1

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