应用数学2021，Vol.34Issue(1)：1-7,7.
与M-矩阵相关的一类二次矩阵方程的新迭代法
New Iteration Metho d for a Quadratic Matrix Equation Asso ciated with an M-Matrix
摘要
Abstract
In this paper, we consider numerical solution of a quadratic matrix equation associated with an M-matrix, which arises in the study of noisy Wiener-Hopf problems for the Markov chain. The solution of practical interest is the M-matrix solution. By a simple transformation, this quadratic matrix equation is transformed into an M-matrix algebraic Riccati equation. We propose a new iteration method for this equation and then give the convergence analysis of it. Numerical experiments are given to show that the new iteration method is feasible and effective than some existing methods in some cases.关键词
二次矩阵方程/M-矩阵/代数Riccati方程/迭代法Key words
Quadratic matrix equation/M-matrix/Algebraic Riccati equation/Iterationmethod分类
数理科学引用本文复制引用
关晋瑞,宋儒瑛,Zubair Ahmed..与M-矩阵相关的一类二次矩阵方程的新迭代法[J].应用数学,2021,34(1):1-7,7.基金项目
Supported by the National Natural Science Foundation of China(11401424) （11401424）
the Natural Science Foundation of Shanxi Province(201901D211423) （201901D211423）
the Scientific and Technologial Innovation Programs of Higher Education Institutions in Shanxi(2019L0783) （2019L0783）
