TY - JOUR
T1 - On the semigroup property for some structured iterations
AU - Lin, Matthew M.
AU - Chiang, Chun Yueh
N1 - Publisher Copyright:
© 2020 Elsevier B.V.
PY - 2020/8/15
Y1 - 2020/8/15
N2 - Nonlinear matrix equations play a crucial role in science and engineering problems. However, solutions of nonlinear matrix equations cannot, in general, be given analytically. One standard way of solving nonlinear matrix equations is to apply the fixed-point iteration with usually only the linear convergence rate. To advance the existing methods, we exploit in this work one type of semigroup property and use this property to propose a technique for solving the equations with the speed of convergence of any desired order. We realize our way by starting with examples of solving the scalar equations and, also, connect this method with some well-known equations including, but not limited to, the Stein matrix equation, the generalized eigenvalue problem, the generalized nonlinear matrix equation, the discrete-time algebraic Riccati equations to express the capacity of this method.
AB - Nonlinear matrix equations play a crucial role in science and engineering problems. However, solutions of nonlinear matrix equations cannot, in general, be given analytically. One standard way of solving nonlinear matrix equations is to apply the fixed-point iteration with usually only the linear convergence rate. To advance the existing methods, we exploit in this work one type of semigroup property and use this property to propose a technique for solving the equations with the speed of convergence of any desired order. We realize our way by starting with examples of solving the scalar equations and, also, connect this method with some well-known equations including, but not limited to, the Stein matrix equation, the generalized eigenvalue problem, the generalized nonlinear matrix equation, the discrete-time algebraic Riccati equations to express the capacity of this method.
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U2 - 10.1016/j.cam.2020.112768
DO - 10.1016/j.cam.2020.112768
M3 - Article
AN - SCOPUS:85079322994
SN - 0377-0427
VL - 374
JO - Journal of Computational and Applied Mathematics
JF - Journal of Computational and Applied Mathematics
M1 - 112768
ER -