The structure-preserving doubling algorithm and convergence analysis for a nonlinear matrix equation

• Autores: Li-Juan Zhang, Shipeng Li
• Localización: Automatica: A journal of IFAC the International Federation of Automatic Control, ISSN 0005-1098, Nº. 113, 2020
• Idioma: inglés
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• Resumen

  • In this paper, applying special properties of doubling transformation, a structure-preserving doubling algorithm is developed for computing the positive definite solutions for a nonlinear matrix equation. Further, by mathematical induction, we establish the convergence theory of the structure-preserving doubling algorithm. Finally, we offer corresponding numerical examples to illustrate the effectiveness of the derived algorithm.