Two iteration processes for computing positive definite solutions of the equation \(X-A^*X^{-n}A=Q\) (Q5948734)

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scientific article; zbMATH DE number 1671958
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Two iteration processes for computing positive definite solutions of the equation \(X-A^*X^{-n}A=Q\)
scientific article; zbMATH DE number 1671958

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    Two iteration processes for computing positive definite solutions of the equation \(X-A^*X^{-n}A=Q\) (English)
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    12 November 2001
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    This paper deals with positive definite solutions of the nonlinear matrix equation \(X- A^* X^{-n}A= Q\). Sufficient conditions for existence of the solutions are obtained. Two iterative methods are proposed. These iterations are fixed-point iterative methods. The first one is suitable for obtaining a positive definite solution when \(A\) is a normal matrix. The second one is suitable to general matrix \(A\) but \(Q= 1\) and \(n= 2^m\). Numerical examples are given illustrate the performance of the algorithm.
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    numerical examples
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    positive definite solutions
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    nonlinear matrix equation
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    fixed-point iterative methods
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    performance
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    algorithm
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