Abstract

MACIAS, Mauricio; MARTINEZ, Héctor J.  and  PEREZ, Rosana. A globalized Newton type algorithm to solve the matrix quadratic equation. Integración - UIS [online]. 2018, vol.36, n.2, pp.117-132. ISSN 0120-419X.  https://doi.org/10.18273/revint.v36n2-2018004.

In this paper we propose a globalized quasi-Newton algorithm to solve the quadratic matrix equation. It is shown that the globalization strategy used does not interfere in the convergence of the local quasi-Newton algorithm. We present some numerical tests that show the good performance of the global quasi-Newton algorithm.

Keywords : Matrix function; secant method; nonlinear matrix equations; su-perlinear convergence.

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