On the positive definite solutions of nonlinear matrix equation \(X+A^*x^{-\delta}A=Q\). (Q2576215): Difference between revisions

The authors consider the positive definite solutions of the nonlinear matrix equation \(X+A^*X^{-\delta}A=Q\) where \(\delta \in (0,1]\). (For \(\delta =1\) this equation arises in the analysis of ladder networks, in dynamic programming, control theory, stochastic filtering and statistics.) For \(\delta \in (0,1]\) the equation has been first considered in \textit{S. M. El-Sayed} and \textit{A. C. M. Ran} [SIAM J. Matrix Anal. Appl. 23, 632--645 (2001; Zbl 1002.65061)]. In the present paper necessary and sufficient conditions for the existence of a solution are derived. An iterative algorithm for obtaining the positive definite solutions is proposed, and an error bound is found.