Iterative methods for nonlinear matrix equations \(X+ A^{\star}X^{-\alpha}A = I\) (Q2484477)

An iteration for the nonlinear matrix equation \(X+A^*X^{-\alpha}A=I\) is considered with the two cases \(\alpha\geq 1\) and \(0<\alpha<1\). Necessary and sufficient conditions for the existence of positive definite solutions are derived. In this case, obviously \(X\leq I\) holds. If \(\alpha \geq 1\), the monotonicity of the iteration \(X_{k+1}=\root\alpha\of{A(I-X)^{-1} A^*}\) is used.