Higham, Nicholas J and Kim, Hyun-Min
(2000)
*Numerical analysis of a quadratic matrix equation.*
IMA Journal of Numerical Analysis, 20.
pp. 499-519.
ISSN 1464-3642

PDF
499.pdf Restricted to Repository staff only Download (167kB) |

## Abstract

The quadratic matrix equation AX2+ BX + C = 0in n x nmatrices arises in applications and is of intrinsic interest as one of the simplest nonlinear matrix equations. We give a complete characterization of solutions in terms of the generalized Schur decomposition and describe and compare various numerical solution techniques. In particular, we give a thorough treatment of functional iteration methods based on Bernoulli’s method. Other methods considered include Newton’s method with exact line searches, symbolic solution and continued fractions. We show that functional iteration applied to the quadratic matrix equation can provide an efficient way to solve the associated quadratic eigenvalue problem ({lambda}2A + {lambda}B + C)x = 0.

Item Type: | Article |
---|---|

Uncontrolled Keywords: | quadratic matrix equation; solvent; generalized Schur decomposition; scaling; functional iteration; Bernoulli’s method; Newton’s method; exact line searches; continued fractions; quadratic eigenvalue problem |

Subjects: | MSC 2010, the AMS's Mathematics Subject Classification > 15 Linear and multilinear algebra; matrix theory MSC 2010, the AMS's Mathematics Subject Classification > 65 Numerical analysis |

Depositing User: | Ms Lucy van Russelt |

Date Deposited: | 27 Jun 2006 |

Last Modified: | 20 Oct 2017 14:12 |

URI: | http://eprints.maths.manchester.ac.uk/id/eprint/316 |

### Actions (login required)

View Item |