Existence and uniqueness of the positive definite solution for the matrix equation \(X=Q+A^\ast(\hat{X}-C)^{-1}A\) (Q2015238)

Summary: We consider the nonlinear matrix equation \(X=Q+A^\ast(\hat{X}-C)^{-1}A\), where \(Q\) is positive definite, \(C\) is positive semidefinite, and \(\hat{X}\) is the block diagonal matrix defined by \(\hat{X}=\mathrm{diag}(X,X,\dots,X)\). We prove that the equation has a unique positive definite solution via variable replacement and fixed point theorem. The basic fixed point iteration for the equation is given.