<p>Polynomial matrix equations are widely encountered in various fields of scientific computing and engineering applications. In this paper, we study a class of polynomial matrix equations arising in stochastic simulations, and introduce a modified fixed-point iteration method to compute the minimal nonnegative solution of the equation. Theoretical analysis and numerical experiments show that the method proposed in this paper is feasible and is more effective than the existing methods under certain conditions.</p>

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A modified fixed-point iteration method for a class of polynomial matrix equations

  • Xiaolu Zhao,
  • Jinrui Guan,
  • Ruiping Wen

摘要

Polynomial matrix equations are widely encountered in various fields of scientific computing and engineering applications. In this paper, we study a class of polynomial matrix equations arising in stochastic simulations, and introduce a modified fixed-point iteration method to compute the minimal nonnegative solution of the equation. Theoretical analysis and numerical experiments show that the method proposed in this paper is feasible and is more effective than the existing methods under certain conditions.