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
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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

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    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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