Revista Integración, temas de matemáticas.

Revista Integración, temas de matemáticas

Vol. 34 No. 2 (2016): Revista Integración
Research and Innovation Articles

A quasi-Newton algorithm to solve the matrix quadratic equation

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

Published 2016-12-12

Keywords

  • matrix cuadratic equation,
  • Fréchet derivative operator,
  • Newton-Schur method,
  • quasi-Newton method,
  • cuadratic convergence

How to Cite

Macías, M., Martínez, H. J., & Pérez, R. (2016). A quasi-Newton algorithm to solve the matrix quadratic equation. Revista Integración, Temas De matemáticas, 34(2), 187–206. https://doi.org/10.18273/revint.v34n2-2016006

Abstract

In this paper we propose a quasi-Newton algorithm to solve a matrix quadratic equation, which reduces the computational cost of Newton-Schur method, traditionally used to solve this equation. We show that the proposed algorithm is lo al and up to quadratically convergent. We present some numerical tests which conrfirm the theoretical results developed. 

To cite this article: : 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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