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The iterative methods for solving nonlinear matrix equation X plus A(star)X(-1)A plus (BX-1B)-X-star = Q

Title
The iterative methods for solving nonlinear matrix equation X plus A(star)X(-1)A plus (BX-1B)-X-star = Q
Author
박춘길
Keywords
nonlinear matrix equation; positive definite solution; inversion-free; variant iterative method; convergence rate
Issue Date
2013-08
Publisher
SPRINGER INTERNATIONAL PUBLISHING AG
Citation
Advances in Difference Equations, December 2013, 2013:229
Abstract
In this paper, we study the matrix equation X + AX?1A + BX?1B = Q, where A and B are square matrices, and Q is a positive definite matrix, and propose the iterative methods for finding positive definite solutions of the matrix equation. Also, general convergence results for the basic fixed point iteration for these equations are given. Some numerical examples are presented to show the usefulness of the iterations.
URI
https://link.springer.com/article/10.1186/1687-1847-2013-229https://repository.hanyang.ac.kr/handle/20.500.11754/73152
ISSN
1687-1847
DOI
10.1186/1687-1847-2013-229
Appears in Collections:
COLLEGE OF NATURAL SCIENCES[S](자연과학대학) > MATHEMATICS(수학과) > Articles
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