Yueh-Cheng KuoDepartment of Applied Mathematics, National University of KaohsiungWen-Wei LinDepartment of Applied Mathematics, National Chiao Tung UniversityShih-Feng ShiehDepartment of Mathematics, National Taiwan Normal University
Numerical Analysis and Scientific Computingmathscidoc:1609.25012
Nonlinear matrix equations are encountered in many
applications of control and engineering problems. In this work, we establish a complete study
for a class of nonlinear matrix equations. With the aid of Sherman Morrison Woodbury formula,
we have shown that any equation in this class has the maximal positive definite solution under a certain condition. Furthermore, A thorough study of properties about this class of matrix equations is provided. An acceleration of iterative method with R-superlinear convergence with order $r>1$ is then designed to solve the maximal positive definite solution efficiently.
This work is to propose an iterative method of choice to compute a stable subspace of a regular matrix pencil. This approach is to define a sequence of matrix pencils via
particular left null spaces. We show that this iteration preserves a discrete-type flow depending only on the initial matrix pencil. Via this recursion relationship, we propose an accelerated iterative method to compute the stable subspace and use it to provide a theoretical result to solve the principal square root of a given matrix, both nonsingular and singular. We show that this method can not only find out the matrix square root, but also construct an iterative approach which converges to the square root with any desired order.