Developing HSS iteration schemes for solving the quadratic matrix equation AX2 + BX +C=0

被引:3
|
作者
Erfanifar, Raziyeh [1 ]
Hajarian, Masoud [1 ]
机构
[1] Shahid Beheshti Univ, Fac Math Sci, Dept Appl Math, Tehran, Iran
来源
IET CONTROL THEORY AND APPLICATIONS | 2024年 / 18卷 / 03期
基金
美国国家科学基金会;
关键词
computational complexity; continuous systems; control system analysis; control system analysis computing; nonlinear control systems; nonlinear systems; numerical analysis; HERMITIAN SPLITTING METHODS; RICCATI EQUATION; NEWTONS METHOD;
D O I
10.1049/cth2.12585
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The quadratic matrix equation (QME)Q(X)= AX(2 )+ BX +C = 0occurs in the branches such as the quadratic eigenvalue problems and quasi-birth-death processes. Also, the numerical solution of QMEs is an essential step in many computational methods for linear-quadratic and robust control, filtering, controller order reduction, inner-outer factorization, spectral factorization, and other applications. In this study, schemes are presented to solve the QME based on the Hermitian and skew-Hermitian splitting (HSS). It is shown that the proposed schemes converge to the solutions of the QME. Finally, some examples are solved to discover the application of the schemes in comparison with Newton's method.
引用
收藏
页码:335 / 349
页数:15
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