Iterative positive definite solutions of the two nonlinear matrix equations \(X \pm A^{T}X^{-2} A =I \) (Q1774852): Difference between revisions
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Revision as of 05:39, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Iterative positive definite solutions of the two nonlinear matrix equations \(X \pm A^{T}X^{-2} A =I \) |
scientific article |
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Iterative positive definite solutions of the two nonlinear matrix equations \(X \pm A^{T}X^{-2} A =I \) (English)
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4 May 2005
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Consider the matrix equation \(X + \varepsilon A^\top X^{-2}A= I\) in \(\mathbb{R}^{n\times n}\), where \(\varepsilon= \pm1\). The iteration scheme \(X_{k+1}= I -\varepsilon A^\top X^{-2}_k A\), \(X_0= \alpha I\), \(\alpha> 0\), for finding the positive definite solution is justified under certain restrictions on the coefficient matrix \(A\).
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iteration schemes
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