The iterative method for solving nonlinear matrix equation \(X^{s} + A^{*}X^{-t}A = Q\) (Q2371396)
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English | The iterative method for solving nonlinear matrix equation \(X^{s} + A^{*}X^{-t}A = Q\) |
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The iterative method for solving nonlinear matrix equation \(X^{s} + A^{*}X^{-t}A = Q\) (English)
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4 July 2007
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The author provides necessary and sufficient conditions for the existence of Hermitian positive definite solutions of the nonlinear matrix equation \(X^s+A^*X^{-t}A=Q\), where \(Q\) is an Hermitian positive definite matrix, \(A^*\) is the conjugate transpose of the matrix \(A\), and \(s,\,t\) are positive integers. In order to compute Hermitian positive definite solutions, an iterative method is derived. In addition, the author also provides a perturbation bound for the Hermitian positive definite solutions. Moreover some numerical examples are also presented.
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nonlinear matrix equation
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Hermitian positive definite solutions
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maximal solution
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perturbation bound
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iterative method
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numerical examples
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