Positive definite solution of the matrix equation \(X=Q+A^{H}(I\otimes X-C)^{\delta}A\) (Q633150): Difference between revisions
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Revision as of 01:16, 14 February 2024
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English | Positive definite solution of the matrix equation \(X=Q+A^{H}(I\otimes X-C)^{\delta}A\) |
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Positive definite solution of the matrix equation \(X=Q+A^{H}(I\otimes X-C)^{\delta}A\) (English)
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31 March 2011
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The authors consider the nonlinear matrix equation \(X=Q+A^H(I \otimes X - C)^{\delta}A\), \((\delta = -1\) or \(0 < |\delta| < 1)\), where \(Q\) is an \(n \times n\) positive definite matrix, \(C\) is an \(mn \times mn\) positive semidefinite matrix, \(I\) is the \(m \times m\) identity matrix, and \(A\) is an arbitrary \(mn \times n\) matrix. Under the assumption that \(I \otimes Q > C\), they prove the existence and uniqueness of its positive definite solution which is contained in the set \(\{ X \mid I \otimes X > C \}\).
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nonlinear matrix equation
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Hermitian positive definite solution
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Kronecker product
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normal cone
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monotonic operator
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