An algorithm for computing positive definite solutions of the nonlinear matrix equation<i>X</i> + <i>A</i>*<i>X</i><sup>−1</sup><i>A</i> = <i>I</i> (Q4467348)
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scientific article; zbMATH DE number 2071080
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for computing positive definite solutions of the nonlinear matrix equation<i>X</i> + <i>A</i>*<i>X</i><sup>−1</sup><i>A</i> = <i>I</i> |
scientific article; zbMATH DE number 2071080 |
Statements
An algorithm for computing positive definite solutions of the nonlinear matrix equation<i>X</i> + <i>A</i>*<i>X</i><sup>−1</sup><i>A</i> = <i>I</i> (English)
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9 June 2004
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nonlinear matrix equation
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iteration method
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convergence
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algorithm
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minimal positive definite solution
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discrete-time algebraic Riccati matrix equation
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numerical experiments
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