A further study on a nonlinear matrix equation
The authors consider the nonlinear matrix equation \(X^p = R + M^T(X^{-1}+B)^{-1}M,\) where \(p\) is a positive integer, \(M\) is an \(n\times n\) real matrix and \(R\) and \(B\) are symmetric positive semidefinite matrices. For \(p=1\), this is a simplified symmetric form of the discrete-time algebraic Riccati equation and may be solved by an iterative method given by [\textit{J. Meng} and \textit{H.-M. Kim}, J. Comput. Appl. Math. 322, 139--147 (2017; Zbl 1364.15010)]. The authors study the convergence rate of this method. For \(p\geq 2\), the authors define a structured condition number for the equation and provide numerical examples to show the sharpness of the structured condition number; this extends existing results in the literature.
- Condition numbers of the nonlinear matrix equation \(X^p - A^\ast e^X A = I\)
- Iteration with stepsize parameter and condition numbers for a nonlinear matrix equation
- On the nonlinear matrix equation \(X+A^*f_1(X)A+B^*f_2(X)B=Q\)
- On the nonlinear matrix equation \(X^p = A + M^T (X \# B) M\)
- On the nonlinear matrix equation \(X+\sum_{i=1}^{m} A_{i}^{*}X^{-q}A_{i}=Q\) \((0<q\leq1)\)
- A Theory of Condition
- Consistent Estimates of the Parameters of a Linear System
- Efficient computation of the extreme solutions of $X+A^*X^{-1}A=Q$ and $X-A^*X^{-1}A=Q$
- scientific article; zbMATH DE number 4002281 (Why is no real title available?)
- scientific article; zbMATH DE number 3661177 (Why is no real title available?)
- scientific article; zbMATH DE number 194139 (Why is no real title available?)
- scientific article; zbMATH DE number 513085 (Why is no real title available?)
- scientific article; zbMATH DE number 802915 (Why is no real title available?)
- scientific article; zbMATH DE number 3365771 (Why is no real title available?)
- scientific article; zbMATH DE number 3381785 (Why is no real title available?)
- Iterative matrix bounds and computational solutions to the discrete algebraic Riccati equation
- Iterative solution of two matrix equations
- Kalman Filtering with Random Coefficients and Contractions
- Necessary and sufficient conditions for the existence of a positive definite solution of the matrix equation \(X+A^*X^{-1}A=Q\)
- On eigenvalue bounds and iteration methods for discrete algebraic Riccati equations
- On the Singular “Vectors” of the Lyapunov Operator
- On the solution of the nonlinear matrix equation \(X^n=f(X)\)
- Robust stability of uncertain time-delay systems
- Scaling of the discrete-time algebraic Riccati equation to enhance stability of the Schur solution method
- Simple stabilizability criteria and memoryless state feedback control design for time-delay systems with time-varying perturbations
- The positive definite solution of the nonlinear matrix equation \(X^p = A + M(B + X^{-1})^{-1} M^\ast\)
- Trace bounds on the covariances of continuous-time systems with multiplicative noise
- A new inversion-free iterative method for solving a class of nonlinear matrix equations
- On an inversion-free algorithm for the nonlinear matrix problem \(\mathcal{X}^\alpha+ \mathcal{A}^\ast \mathcal{X}^{-\beta}\mathcal{A}+ \mathcal{B}^\ast \mathcal{X}^{- \gamma}\mathcal{B}=\mathcal{I}\)
- Learning-based numerical methods for the nonlinear matrix equation X^2 = A.
- Nonlinear matrix equations and structured linear algebra
This page was built for publication: A further study on a nonlinear matrix equation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2227322)
