<p>The quadratic matrix equations have widespread applications in scientific computing and engineering domains. This paper investigates a class of quadratic matrix equations arising in noisy Markov chains. Firstly, the existence of the M-matrix solution is proved in a general case. Then, a structure-preserving doubling algorithm is constructed to solve the equation, and a convergence analysis of the algorithm is given. Finally, numerical examples are given to show that the structure-preserving doubling algorithm presented in this paper is feasible and is more effective than some methods under certain conditions.</p>

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Structure-preserving doubling algorithm for a quadratic matrix equation arising in noisy Markov chains

  • Jinrui Guan,
  • Yi Liu,
  • Ruiping Wen

摘要

The quadratic matrix equations have widespread applications in scientific computing and engineering domains. This paper investigates a class of quadratic matrix equations arising in noisy Markov chains. Firstly, the existence of the M-matrix solution is proved in a general case. Then, a structure-preserving doubling algorithm is constructed to solve the equation, and a convergence analysis of the algorithm is given. Finally, numerical examples are given to show that the structure-preserving doubling algorithm presented in this paper is feasible and is more effective than some methods under certain conditions.