On positive definite solutions of the family of matrix equations \(X+A^*X^{-n}A=Q\). (Q2493935): Difference between revisions

The author studies the matrix equation \(X+A^*X^{-n}A=Q\) (properties of its maximal and minimal positive definite solutions) and the corresponding matrix function \[ G(X)=\root n\of{A(Q-X)^{-1}A^*}. \] He gives sufficient conditions for the existence of minimal and special positive definite solutions. The special positive definite solution \(X\) satisfies the condition \(\| X^{-1}\| \leq \frac{n+1}{n}\| Q^{-1}\| \). Iterative procedures for computing these solutions are discussed as well as conditions for convergence of the procedures.