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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2014, Volume 54, Number 11, Pages 1707–1710
DOI: https://doi.org/10.7868/S004446691411012X
(Mi zvmmf10106)
 

This article is cited in 1 scientific paper (total in 1 paper)

Numerical algorithm for solving quadratic matrix equations of a certain class

Yu. O. Vorontsov, Kh. D. Ikramov

Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119992, Russia
Full-text PDF (179 kB) Citations (1)
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Abstract: A relationship is found between the solutions to the quadratic matrix equation $X^TDX+AX+X^TB+C=0$, where all the matrix coefficients are $n\times n$ matrices, and the neutral subspaces of the $2n\times 2n$ matrix $2n\times 2n$-матрицы $M=\begin{pmatrix}C&A\\B&D\end{pmatrix}$. This relationship is used to design an algorithm for solving matrix equations of the indicated type. Numerical results obtained with the help of the proposed algorithm are presented.
Key words: quadratic matrix equation, neutral subspace, Takagi factorization, computational algorithm.
Received: 05.03.2014
English version:
Computational Mathematics and Mathematical Physics, 2014, Volume 54, Issue 11, Pages 1643–1646
DOI: https://doi.org/10.1134/S0965542514110128
Bibliographic databases:
Document Type: Article
UDC: 519.61
Language: Russian
Citation: Yu. O. Vorontsov, Kh. D. Ikramov, “Numerical algorithm for solving quadratic matrix equations of a certain class”, Zh. Vychisl. Mat. Mat. Fiz., 54:11 (2014), 1707–1710; Comput. Math. Math. Phys., 54:11 (2014), 1643–1646
Citation in format AMSBIB
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  • This publication is cited in the following 1 articles:
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