On positive definite solutions of the nonlinear matrix equations X±A*XqA=Q

Lei Li, Qing-Wen Wang and Shu-Qian Shen

Applied Mathematics and Computation, 2015, vol. 271, issue C, 556-566

Abstract: In this paper, we investigate the nonlinear matrix equations X+A*XqA=Q(01). Necessary and sufficient conditions for the (unique) existence of Hermitian positive definite solutions of these equations are derived. Effective iterative algorithms are also provided to obtain the unique solution of X+A*XqA=Q(01). Numerical examples are included to illustrate the efficiency of the presented iteration algorithms.

Keywords: Nonlinear matrix equations; Positive definite solution; Iterative methods (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:271:y:2015:i:c:p:556-566

DOI: 10.1016/j.amc.2015.09.002

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