Abstract

MACIAS, MAURICIO; MARTINEZ, HÉCTOR J.  and  PEREZ, ROSANA. A quasi-Newton algorithm to solve the matrix quadratic equation. Integración - UIS [online]. 2016, vol.34, n.2, pp.187-206. ISSN 0120-419X.  https://doi.org/10.18273/revint.v34n2-2016006.

Abstract. In this paper we propose a quasi-Newton algorithm to solve a matrix quadratic equation, which reduces the computational cost of Newton-Schur method, traditionally used to solve this equation. We show that the proposed algorithm is local and up to quadratically convergent. We present some numerical tests which confirm the theoretical results developed.

Keywords : matrix cuadratic equation; Fréchet derivative operator; Newton-Schur method; quasi-Newton method; cuadratic convergence.

        · abstract in Spanish     · text in Spanish     · Spanish ( pdf )