On Hermitian positive definite solutions of matrix equation \(X+A^{\ast} X^{-2} A=I\). (Q1410724)
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English | On Hermitian positive definite solutions of matrix equation \(X+A^{\ast} X^{-2} A=I\). |
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On Hermitian positive definite solutions of matrix equation \(X+A^{\ast} X^{-2} A=I\). (English)
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15 October 2003
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The author considers the matrix equation \(X+A^*X^{-2}A=I~(1)\) and its Hermitian positive definite solutions; here \(A\) is an \(n\times n\) complex matrix and \(I\) is the identity matrix of order \(n\). He shows that if \(A\) is normal (i.e. \(AA^*=A^*A\)), then such a solution exists if and only if \(\rho (A)\leq 2/3\sqrt{3}\) where \(\rho (A)\) is the spectral radius of \(A\). The author discusses in detail the basic fixed point iterations for the equation in the case when \(A\) is nonnormal and \(\| A\| \leq 2/3\sqrt{3}\) where \(\| .\| \) stands for the spectral norm for square matrices (i.e. one has \(0\leq A^*A\leq (4/27)I\)). Some of the results of \textit{I.G. Ivanov, V.I. Hasanov} and \textit{B.V. Minchev} [ibid. 326, 27-44 (2001; Zbl 0979.15007)] are improved.
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matrix equation
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positive definite solution
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iterative method
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