Revista Integración, temas de matemáticas.

Revista Integración, temas de matemáticas

Vol. 34 Núm. 2 (2016): Revista Integración, temas de matemáticas
Artículos científicos

Un algoritmo cuasi-Newton para resolver la ecuación cuadrática matricial

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  • Mauricio Macías,
  • Héctor J. Martínez,
  • Rosana Pérez
Mauricio Macías
Universidad del Cauca
Biografía
Héctor J. Martínez
Universidad del Valle
Rosana Pérez
Universidad del Cauca
DOI: https://doi.org/10.18273/revint.v34n2-2016006

Publicado 2016-12-12

Palabras clave

  • Función cuadrática matricial,
  • operador de Fréchet diferenciable,
  • método de Newton-Schur,
  • convergencia cuadrática

Cómo citar

Macías, M., Martínez, H. J., & Pérez, R. (2016). Un algoritmo cuasi-Newton para resolver la ecuación cuadrática matricial. Revista Integración, Temas De matemáticas, 34(2), 187–206. https://doi.org/10.18273/revint.v34n2-2016006

Resumen

En este artículo proponemos un algoritmo cuasi-Newton para resolver una ecuación cuadráti a matricial, el cual reduce el costo computacional del método Newton-Schur, tradicionalmente usado para resolver dicha ecuación. Demostramos que el algoritmo propuesto es local y hasta cuadráticamente convergente. Presentamos pruebas numéricas que ratifican los resultados teóricos desarrollados.

Para citar este artículo: M. Macías, H.J. Martínez, R. Pérez, Un algoritmo cuasi-Newton para resolver la  ecuación cuadrática matricial, Rev. Integr. Temas Mat. 34 (2016), No. 2, 187-206.

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