On the nonlinear matrix equation \(X - \sum_{i=1}^{m}A_{i}^{*}X^{\delta _{i}}A_{i} = Q\) (Q927756)
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English | On the nonlinear matrix equation \(X - \sum_{i=1}^{m}A_{i}^{*}X^{\delta _{i}}A_{i} = Q\) |
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On the nonlinear matrix equation \(X - \sum_{i=1}^{m}A_{i}^{*}X^{\delta _{i}}A_{i} = Q\) (English)
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9 June 2008
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Based on fixed point theorems for monotone and mixed monotone operators in a normal cone, the authors prove that the nonlinear matrix equation \[ X - \sum_{i=1}^{m}A_{i}^{*}X^{\delta _{i}}A_{i} = Q\quad (0 < | \delta_{i}| < 1) \] always has a unique positive definite solution. A conjecture is solved, which was proposed by \textit{X.-G. Liu} and \textit{H. Gao} [ibid. 368, 83--97 (2003; Zbl 1025.15018)]. A multi-step stationary iterative method is proposed to compute the unique positive definite solution. Numerical examples show that this iterative method is feasible and effective.
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nonlinear matrix equation
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positive definite solution
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iterative method
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numerical examples
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