Positive definite solutions of the nonlinear matrix equation \(X+A^*X^qA=Q\) (\(q>0\)). (Q547990): Difference between revisions

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The paper deals with positive definite solutions of the nonlinear matrix equation \[ X+A^*X^qA=Q, \;\;q>0, \tag{1} \] where \(Q\) is an \(n \times n\) Hermitian positive definite matrix, \(A\) is an \(n \times n\) nonsingular complex matrix and \(A^*\) is the conjugate transpose of matrix \(A\). In this work, the authors obtain some new properties of the positive definite solutions for the matrix equation (1) and present necessary and sufficient conditions for the existence of Hermitian positive definite solutions of this matrix equation. In addition, they present two iterative methods for obtaining the positive definite solutions for matrix equation (1). Finally, numerical examples confirm the theoretical results and illustrate the effectiveness of the iterative methods.
Property / review text: The paper deals with positive definite solutions of the nonlinear matrix equation \[ X+A^*X^qA=Q, \;\;q>0, \tag{1} \] where \(Q\) is an \(n \times n\) Hermitian positive definite matrix, \(A\) is an \(n \times n\) nonsingular complex matrix and \(A^*\) is the conjugate transpose of matrix \(A\). In this work, the authors obtain some new properties of the positive definite solutions for the matrix equation (1) and present necessary and sufficient conditions for the existence of Hermitian positive definite solutions of this matrix equation. In addition, they present two iterative methods for obtaining the positive definite solutions for matrix equation (1). Finally, numerical examples confirm the theoretical results and illustrate the effectiveness of the iterative methods. / rank
 
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Property / reviewed by: Juan Ramón Torregrosa Sánchez / rank
 
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Property / Mathematics Subject Classification ID: 15A24 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 15B57 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 65F30 / rank
 
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Property / zbMATH DE Number
 
Property / zbMATH DE Number: 5913730 / rank
 
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Property / zbMATH Keywords
 
nonlinear matrix equation
Property / zbMATH Keywords: nonlinear matrix equation / rank
 
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Property / zbMATH Keywords
 
iterative method
Property / zbMATH Keywords: iterative method / rank
 
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Property / zbMATH Keywords
 
Hermitian positive definite matrix
Property / zbMATH Keywords: Hermitian positive definite matrix / rank
 
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Property / zbMATH Keywords
 
eigenvalue
Property / zbMATH Keywords: eigenvalue / rank
 
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Property / zbMATH Keywords
 
Frobenius norm
Property / zbMATH Keywords: Frobenius norm / rank
 
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Property / zbMATH Keywords
 
positive definite solutions
Property / zbMATH Keywords: positive definite solutions / rank
 
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Property / zbMATH Keywords
 
numerical examples
Property / zbMATH Keywords: numerical examples / rank
 
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Revision as of 11:53, 1 July 2023

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Positive definite solutions of the nonlinear matrix equation \(X+A^*X^qA=Q\) (\(q>0\)).
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    Positive definite solutions of the nonlinear matrix equation \(X+A^*X^qA=Q\) (\(q>0\)). (English)
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    27 June 2011
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    The paper deals with positive definite solutions of the nonlinear matrix equation \[ X+A^*X^qA=Q, \;\;q>0, \tag{1} \] where \(Q\) is an \(n \times n\) Hermitian positive definite matrix, \(A\) is an \(n \times n\) nonsingular complex matrix and \(A^*\) is the conjugate transpose of matrix \(A\). In this work, the authors obtain some new properties of the positive definite solutions for the matrix equation (1) and present necessary and sufficient conditions for the existence of Hermitian positive definite solutions of this matrix equation. In addition, they present two iterative methods for obtaining the positive definite solutions for matrix equation (1). Finally, numerical examples confirm the theoretical results and illustrate the effectiveness of the iterative methods.
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    nonlinear matrix equation
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    iterative method
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    Hermitian positive definite matrix
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    eigenvalue
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    Frobenius norm
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    positive definite solutions
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    numerical examples
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