Convergence of Newton's method for solving a nonlinear matrix equation (Q2795320)

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scientific article; zbMATH DE number 6558830
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Convergence of Newton's method for solving a nonlinear matrix equation
scientific article; zbMATH DE number 6558830

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    21 March 2016
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    elementwise nonnegative solution
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    Newton's method
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    \(M\)-matrix
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    nonlinear matrix equations
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    monotone convergence
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    numerical examples
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    Convergence of Newton's method for solving a nonlinear matrix equation (English)
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    The authors consider the use of Newton's method for solving nonlinear matrix equations \(X^p+AX^qB+CXD+E=0\), where \(p\) and \(q\) are positive integers, \(A\), \(B\), \(E\) are \(n\times n\) nonnegative matrices and \(C\), \(D\) are arbitrary \(n\times n\) real matrices. They provide sufficient conditions for the existence of the elementwise minimal nonnegative solution and consider the monotone convergence of the method. The efficiency of the method is also demonstrated by a number of numerical examples.
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