TY - JOUR
T1 - A note on golden means, nonlinear matrix equations and structured doubling algorithms
AU - Chiang, Chun Yueh
AU - Chu, Eric King Wah
AU - Lin, Wen-Wei
PY - 2010/1/1
Y1 - 2010/1/1
N2 - Several beautiful formulae for the solutions of some nonlinear matrix equations were proposed by Yongdo Lim in 2007, in terms of the matrix golden means. Numerically, these formulae will not be applicable when some matrices involved are ill-conditioned. In this note, we propose to partially fill in this gap of applicability with the structured doubling algorithm, under some favourable conditions. We also discuss how some pre-processing or scaling procedures can be applied to the matrix equations, to improve their condition. More generally, we also explore the possibility of computing the matrix golden mean using structured doubling algorithms. Some numerical examples will be presented for illustrative purposes.
AB - Several beautiful formulae for the solutions of some nonlinear matrix equations were proposed by Yongdo Lim in 2007, in terms of the matrix golden means. Numerically, these formulae will not be applicable when some matrices involved are ill-conditioned. In this note, we propose to partially fill in this gap of applicability with the structured doubling algorithm, under some favourable conditions. We also discuss how some pre-processing or scaling procedures can be applied to the matrix equations, to improve their condition. More generally, we also explore the possibility of computing the matrix golden mean using structured doubling algorithms. Some numerical examples will be presented for illustrative purposes.
KW - Algebraic riccati equation
KW - Condition
KW - Matrix golden mean
KW - Nonlinear matrix equation
KW - Structured doubling algorithm
UR - http://www.scopus.com/inward/record.url?scp=77954167897&partnerID=8YFLogxK
U2 - 10.11650/twjm/1500405876
DO - 10.11650/twjm/1500405876
M3 - Article
AN - SCOPUS:77954167897
VL - 14
SP - 955
EP - 972
JO - Taiwanese Journal of Mathematics
JF - Taiwanese Journal of Mathematics
SN - 1027-5487
IS - 3 A
ER -