On the solution of a rational matrix equation arising in G-networks
Calcolo , Volume 54 p. 919- 941
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.
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|Organisation||Centrum Wiskunde & Informatica, Amsterdam (CWI), The Netherlands|
Meini, B, & Nesti, T. (2017). On the solution of a rational matrix equation arising in G-networks. Calcolo, 54, 919–941. doi:10.1007/s10092-017-0214-7