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

Zh. Vychisl. Mat. Mat. Fiz., 2014 Volume 54, Number 11, Pages 1707–1710 (Mi zvmmf10106)

This article is cited 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

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.

UDC: 519.61

Received: 05.03.2014

DOI: 10.7868/S004446691411012X


 English version:
Computational Mathematics and Mathematical Physics, 2014, 54:11, 1643–1646

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