On the matrix equation \(X-A^* X^{-n} A = I\) (Q2572769)

The authors consider the nonlinear matrix equation \[ X-A^{\star}X^{-n}A=I, \] where \(X\) is an unknown matrix, \(I\) is the \(m\times m\) identity matrix and \(n\) is a positive integer. The equations \(X+A^{\star}X^{-1}A=Q\) and \(X-A^{\star}X^{-1}A=Q\) have many applications, and iterative procedures for solving the equation \(X-A^{\star}X^{-1}A=Q\) have been proposed [see \textit{C.-H. Guo} and \textit{P. Lancaster}, Math. Comput. 68, 1589--1603 (1999; Zbl 0940.65036) and \textit{A. Ferrante} and \textit{B. C. Levy}, Linear Algebra Appl. 247, 359--373 (1996; Zbl 0876.15011 )]. The iterative positive definite solutions and the properties of the equations \(X-A^{\star}X^{-2}A=I,\) and \(X+A^{\star}X^{-2}A=I\) have been discussed by \textit{I. G. Ivanov} and \textit{S. M. El-Sayed} [Linear Algebra Appl. 279, 303--316 (1998; Zbl 0935.65041)], and by \textit{I. G. Ivanov, V. I. Hasanov} and \textit{B. V. Minchov} [Linear Algebra Appl. 326, No.~1--3, 27--44 (2001; Zbl 0979.15007)]. In this paper, the authors review the existing methods for solving the equation \(X-A^{\star}X^{-n}A=I,\) and derive a sufficient condition for this equation to have a unique positive definite solution. Moreover, the convergence of the iterative methods proposed by \textit{S. M. El-Sayed} [Comput. Math. Appl. 41, 579--588 (2001; Zbl 0984.65043)] is proved under weaker restrictions for the matrix \(A\).