Convergence rate of an iterative method for a nonlinear matrix equation
This paper deals with the matrix equation \(X+ A^* X^{-1}A= Q\), where \(A,Q\in C^{m\times m}\) with \(Q\) Hermitian positive definite and the maximal solution \(X\), is required. Recently, \textit{B. Meini} proposed an iterative method [Math. Comput. 71, No. 239, 1189-1204 (2002; Zbl 0994.65046)] and a convergence result for the case \(\rho(X^{-1}_+ A)< 1\) was proved. In this paper, a new convergence result is obtained for the case \(\rho(X^{-1}_+A)= 1\). The new result together with Meini's results shows that the convergence of Meini's method is no slower than Newton's method.
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