2017-01-16
On the solution of a rational matrix equation arising in G-networks
Publication
Publication
Calcolo p. 1- 23
We consider the problem of solving a rational matrix equation arising in the solution of G-networks. We propose and analyze two numerical methods: a fixed point iteration and the Newton–Raphson method. The fixed point iteration is shown to be globally convergent with linear convergence rate, while the Newton method is shown to have a local convergence, with quadratic convergence rate. Numerical experiments show the effectiveness of the proposed methods.
| Additional Metadata | |
|---|---|
| Fixed point iteration, G-networks, Newton–Raphson method, Nonlinear matrix equation | |
| dx.doi.org/10.1007/s10092-017-0214-7 | |
| Calcolo | |
| Organisation | Centrum Wiskunde & Informatica, Amsterdam, The Netherlands |
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Meini, B, & Nesti, T. (2017). On the solution of a rational matrix equation arising in G-networks. Calcolo, 1–23. doi:10.1007/s10092-017-0214-7
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