On the positive definite solutions of the matrix equations \(X^{s}\pm A^{\text T} X^{-t} A=I_{n}\) (Q1399233)

From MaRDI portal





scientific article; zbMATH DE number 1956793
Language Label Description Also known as
default for all languages
No label defined
    English
    On the positive definite solutions of the matrix equations \(X^{s}\pm A^{\text T} X^{-t} A=I_{n}\)
    scientific article; zbMATH DE number 1956793

      Statements

      On the positive definite solutions of the matrix equations \(X^{s}\pm A^{\text T} X^{-t} A=I_{n}\) (English)
      0 references
      0 references
      0 references
      30 July 2003
      0 references
      The paper deals with the matrix equations \(X^s+\sigma A^\top X^{-t}A=I_n\), where \(\sigma=\pm 1\), \(s,t\) are positive integers, \(I_n\) is the identity \(n\times n\) matrix and \(X\in \mathbb{R}^{n\times n}\) is the solution. The case \(s=1\) is well studied in the literature. Using the Brouwer fixed point principle the authors prove theorems for the existence of symmetric positive definite solutions. Condition numbers for the solutions of these equations are derived and other perturbation results are also obtained. Finally the authors consider the iterative schemes \(X_{k+1}=(I_n- \sigma A^\top X_k^{-t}A)^{1/s}\) for computing the solutions.
      0 references
      Matrix equation
      0 references
      positive definite solution
      0 references
      sensitivity analysis
      0 references
      iterative methods
      0 references

      Identifiers