CONVERGENCE ANALYSIS OF THE DOUBLING ALGORITHM FOR SEVERAL NONLINEAR MATRIX EQUATIONS IN THE CRITICAL CASE

標題:	CONVERGENCE ANALYSIS OF THE DOUBLING ALGORITHM FOR SEVERAL NONLINEAR MATRIX EQUATIONS IN THE CRITICAL CASE
作者:	Chiang, Chun-Yueh Chu, Eric King-Wah Guo, Chun-Hua Huang, Tsung-Ming Lin, Wen-Wei Xu, Shu-Fang 應用數學系 Department of Applied Mathematics
關鍵字:	nonlinear matrix equation;minimal nonnegative solution;maximal positive definite solution;critical case;doubling algorithm;cyclic reduction;convergence rate
公開日期:	2009
摘要:	In this paper, we review two types of doubling algorithm and some techniques for analyzing them. We then use the techniques to study the doubling algorithm for three different nonlinear matrix equations in the critical case. We show that the convergence of the doubling algorithm is at least linear with rate 1/2. As compared to earlier work on this topic, the results we present here are more general, and the analysis here is much simpler.
URI:	http://hdl.handle.net/11536/7834 http://dx.doi.org/10.1137/080717304
ISSN:	0895-4798
DOI:	10.1137/080717304
期刊:	SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
Volume:	31
Issue:	2
起始頁:	227
結束頁:	247
顯示於類別：	期刊論文

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