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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2014 Volume 54, Number 6, Pages 901–904 (Mi zvmmf10043)

This article is cited in 1 paper

Numerical algorithm for solving sesquilinear matrix equations of a certain class

Yu. O. Vorontsov, Kh. D. Ikramov

Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119992, Russia

Abstract: A relationship is found between the solutions to the sesquilinear matrix equation $X^*DX+AX+X^*B+C=0$, where all the matrix coefficients are $n\times n$ matrices, and the neutral subspaces of the $2n\times 2n$ matrix $M=\begin{pmatrix}C& A\\ B& D\end{pmatrix}$. 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: sesquilinear matrix equation, neutral subspace, quasi-definite matrix, reduction to diagonal form.

UDC: 519.61

MSC: 65F30 (15A24)

Received: 26.12.2013

DOI: 10.7868/S0044466914060167


 English version:
Computational Mathematics and Mathematical Physics, 2014, 54:6, 915–918

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