Latest inversion-free iterative scheme for solving a pair of nonlinear matrix equations (Q2051618)

Summary: In this work, the following system of nonlinear matrix equations is considered, \(X_1+ A^\ast X_1^{-1}A+ B^\ast X_2^{-1}B=I\) and \(X_2+ C^\ast X_2^{-1}C+ D^\ast X_1^{- 1}D=I\), where \(A\), \(B\), \(C\), and \(D\) are arbitrary \(n\times n\) matrices and \(I\) is the identity matrix of order \(n\). Some conditions for the existence of a positive-definite solution as well as the convergence analysis of the newly developed algorithm for finding the maximal positive-definite solution and its convergence rate are discussed. Four examples are also provided herein to support our results.