DOI QR코드

DOI QR Code

FINDING THE SKEW-SYMMETRIC SOLVENT TO A QUADRATIC MATRIX EQUATION

  • Han, Yin-Huan (School of Mathematics and Physics, Qingdao University of Science and Technology) ;
  • Kim, Hyun-Min (Department of Mathematics, Pusan National University)
  • Received : 2012.09.05
  • Accepted : 2012.09.20
  • Published : 2012.11.30

Abstract

In this paper we consider the quadratic matrix equation which can be defined be $$Q(X)=AX^2+BX+C=0$$, where X is a $n{\times}n$ unknown real matrix; A,B and C are $n{\times}n$ given matrices with real elements. Newton's method is considered to find the skew-symmetric solvent of the nonlinear matrix equations Q(X). We also show that the method converges the skew-symmetric solvent even if the Fr$\acute{e}$chet derivative is singular. Finally, we give some numerical examples.

Keywords

References

  1. King-wah Eric Chu, The solution of the matrix equation AXB-CXD = E and (Y A- DZ, Y C - BZ) = (E, F), Linear Algebra and Appl. 93 (1987), 93-105. https://doi.org/10.1016/S0024-3795(87)90314-4
  2. George J. Davis, Numerical solution of a quadratic matrix equation, SIAM J. Sci. Stat. Comput. 2(2) (1981), 164-175. https://doi.org/10.1137/0902014
  3. George J. Davis, Algorithm 598: An algorithm to compute solvents of the matrix equation $AX^2$ + BX + C = 0, ACM Trans. Math. Software 9(2) (1983), 246-254. https://doi.org/10.1145/357456.357463
  4. J. E. Dennis, Jr., J. F. Traub and R. P. Weber, Algorithms for solvents of matrix polynomials, SIAM J. Numer. Anal. 15(3) (1978), 523-533. https://doi.org/10.1137/0715034
  5. Michael A. Epton, Methods for the solution of AXD - BXC = E and its application in the numerical solution of implicit ordinary differential equations, BIT 20 (1980), 341-345. https://doi.org/10.1007/BF01932775
  6. Judith D. Gardiner, Alan J. Laub, James J. Amato and Cleve B. Moler, Solution of the Sylvester matrix equation $AXB^T$ + $CXD^T$ = E, ACM Trans. Math. Software 18(2) (1992), 223-231. https://doi.org/10.1145/146847.146929
  7. G. H. Golub, S. Nash and C. F. Van Loan, A Hessenberg-Schur method for the problem AX + XB = C, IEEE Trans. Automat. Control. AC-24(6) (1979), 909-913.
  8. Nicholas J. Higham and Hyun-Min Kim, Solving a quadratic matrix equation by Newton's method with exact line searches, SIAM J. Matrix Anal. Appl. 23(2) (2001), 303-316. https://doi.org/10.1137/S0895479899350976
  9. V. Mehrmann and D. Watkins, Sturcture-preserving methods for computing eigenpairs of large sparse skew-Hamiltonian/Hamiltonian pencils, SIAM J. Sci. Statist. Comput. 22 (2001), 1905-1925. https://doi.org/10.1137/S1064827500366434
  10. M. H. C. Paardekooper, An eigenvalue algorithm for skew-symmetric matrices, Numer. Math. 17 (1971), 189-202. https://doi.org/10.1007/BF01436375
  11. F. Tisseur and K. Meerbergen, The quadratic eigenvalue problem, SIMA Rev. 43 (2001), 235-286. https://doi.org/10.1137/S0036144500381988