On the matrix equation \(X+A^{T} \root 2^m \of {X^{-1}}A+I\) (Q2489455)

The authors consider iterative methods for finding the extremal positive definite solutions (PDSs) of the matrix equation (*) \(X+A^T\sqrt[2^m]{X^{-1}}A=I\) (which appears when certain linear systems are solved). They give the necessary and sufficient conditions for the existence of a PDS of \((*)\). They also discuss the existence and rate of convergence of some proposed algorithms for obtaining the extremal PDSs of \((*)\). They generalize a computationally simple, efficient and known such algorithm. The performance and effectiveness of the algorithm are illustrated by numerical examples.