We present some advances, both from a theoretical and from a computational point of view, on a quadratic vector equation (QVE) arising in Markovian Binary Trees. Concerning the theoretical advances, some irreducibility assumptions are relaxed, and the minimality of the solution of the QVE is expressed in terms of properties of the Jacobian of a suitable function. From the computational point of view, we elaborate on the Perron vector-based iteration proposed in \cite{perronarxiv}. In particular we provide a condition which ensures that the Perron iteration converges to the sought solution of the QVE. Moreover we introduce a variant of the algorithm which consists in applying the Newton method instead of a fixed-point iteration. This method, having quadratic convergence, has the same convergence behaviour as the Perron iteration, as its convergence speed increases for close-to-critical problems. Finally, we show that it is possible to alter the bilinear form defining the QVE in several ways without changing the solution. This modification has an impact on convergence speed of the algorithms.

On the solution of a quadratic vector equation arising in Markovian Binary Trees

BINI, DARIO ANDREA;MEINI, BEATRICE;POLONI, FEDERICO GIOVANNI
2011-01-01

Abstract

We present some advances, both from a theoretical and from a computational point of view, on a quadratic vector equation (QVE) arising in Markovian Binary Trees. Concerning the theoretical advances, some irreducibility assumptions are relaxed, and the minimality of the solution of the QVE is expressed in terms of properties of the Jacobian of a suitable function. From the computational point of view, we elaborate on the Perron vector-based iteration proposed in \cite{perronarxiv}. In particular we provide a condition which ensures that the Perron iteration converges to the sought solution of the QVE. Moreover we introduce a variant of the algorithm which consists in applying the Newton method instead of a fixed-point iteration. This method, having quadratic convergence, has the same convergence behaviour as the Perron iteration, as its convergence speed increases for close-to-critical problems. Finally, we show that it is possible to alter the bilinear form defining the QVE in several ways without changing the solution. This modification has an impact on convergence speed of the algorithms.
2011
Bini, DARIO ANDREA; Meini, Beatrice; Poloni, FEDERICO GIOVANNI
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11568/196004
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 10
  • ???jsp.display-item.citation.isi??? 7
social impact