Necessary and sufficient conditions for the existence of a positive definite solution of the matrix equation X+A*X-1A=Q

Jacob Engwerda, A.C.M. Ran and A.L. Rijkeboer

No FEW 534, Research Memorandum from Tilburg University, School of Economics and Management

Keywords: Matrices; numerieke wiskunde (search for similar items in EconPapers)
Date: 1992
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Related works:
Working Paper: Necessary and sufficient conditions for the existence of a positive definite solution of the matrix equation X + A*X-1A = Q (1993)
Working Paper: Necessary and sufficient conditions for the existence of a positive definite solution of the matrix equation X+A*X-1A=Q (1992)
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