An accelerated technique for solving the positive definite solutions of a class of nonlinear matrix equations

DOI10.1016/j.jfranklin.2017.08.018zbMath1373.93147OpenAlexW2745721677MaRDI QIDQ2412495

Chun-Yueh Chiang

Publication date: 23 October 2017

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2017.08.018

zbMATH Keywords

nonlinear matrix equationsmaximal positive definite solutionSherman Morrison Woodbury formulaiterative method with R-superlinear convergence

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Matrix equations and identities (15A24)

Related Items (6)

An efficient inversion-free method for solving the nonlinear matrix equation \(X^p + \sum_{j=1}^ma_j^*X^{-q_j}a_j=Q\) ⋮ Fixed point iterative methods for solving the nonlinear matrix equation \(X-A^*X^{-n}A=I\) ⋮ An accelerated technique for solving one type of discrete-time algebraic Riccati equations ⋮ Solutions to linear bimatrix equations with applications to pole assignment of complex-valued linear systems ⋮ On the semigroup property for some structured iterations ⋮ The convergence analysis of an accelerated iteration for solving algebraic Riccati equations

Cites Work

• Unnamed Item
• Unnamed Item
• Towards positive definite solutions of a class of nonlinear matrix equations
• On the Sylvester-like matrix equation \(AX+f(X)B=C\)
• Toward solution of matrix equation \(X=Af(X)B+C\)
• Maps on matrix spaces
• Linear maps preserving products of positive or Hermitian matrices
• Positive solutions to \(X=A-BX^{-1}B^*\)
• Structured doubling algorithms for weakly stabilizing Hermitian solutions of algebraic Riccati equations
• On the nonlinear matrix equation \(X+A^*{\mathcal F}(X)A=Q\): solutions and perturbation theory
• A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations
• Necessary and sufficient conditions for the existence of a positive definite solution of the matrix equation \(X+A^*X^{-1}A=Q\)
• Two structure-preserving-doubling like algorithms for obtaining the positive definite solution to a class of nonlinear matrix equation
• Positive definite solutions of the nonlinear matrix equation \(X + A^H\bar{X}^{-1}A = I\)
• Convergence Rate of an Iterative Method for a Nonlinear Matrix Equation
• On an Iteration Method for Solving a Class of Nonlinear Matrix Equations
• Positive Definite Matrices
• Numerical Solution of Algebraic Riccati Equations
• Convergence Analysis of the Doubling Algorithm for Several Nonlinear Matrix Equations in the Critical Case
• Iterative solution of two matrix equations
• Efficient computation of the extreme solutions of $X+A^*X^{-1}A=Q$ and $X-A^*X^{-1}A=Q$
• Structure-Preserving Algorithms for Periodic Discrete-Time Algebraic Riccati Equations
• Advanced Linear Algebra
• Improved methods and starting values to solve the matrix equations $X\pm A^*X^{-1}A=I$ iteratively
• Computing the Extremal Positive Definite Solutions of a Matrix Equation
• Iterative Solution of Nonlinear Equations in Several Variables
• Convergence Analysis of Structure-Preserving Doubling Algorithms for Riccati-Type Matrix Equations
• A generalized structure-preserving doubling algorithm for generalized discrete-time algebraic Riccati equations

This page was built for publication: An accelerated technique for solving the positive definite solutions of a class of nonlinear matrix equations