Newton's iterative method to solve a nonlinear matrix equation

作者:Peng, Jingjing; Liao, Anping; Peng, Zhenyun*; Chen, Zhencheng
来源:Linear and Multilinear Algebra, 2019, 67(9): 1867-1878.
DOI:10.1080/03081087.2018.1472736

摘要

In this paper, Newton's iterative method to solve the nonlinear matrix equation x + A* X-n A = Q is studied. For the given initial matrix Q, the main results that the matrix sequence generated by the iterative method is contained in a fixed open ball, and that the matrix sequence generated by the iterative method converges to the only solution of the nonlinear matrix equation in a fixed closed ball are proved. In addition, the error estimate of the approximate solution in the closed ball and a numerical example to illustrate the convergence results are given.