Efficient computation of the extreme solutions of $X+A^*X^{-1}A=Q$ and $X-A^*X^{-1}A=Q$ (Q4529712)

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scientific article; zbMATH DE number 1738031
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Efficient computation of the extreme solutions of $X+A^*X^{-1}A=Q$ and $X-A^*X^{-1}A=Q$
scientific article; zbMATH DE number 1738031

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    Efficient computation of the extreme solutions of $X+A^*X^{-1}A=Q$ and $X-A^*X^{-1}A=Q$ (English)
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    6 May 2002
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    matrix equation
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    cyclic reduction
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    block Toeplitz matrix
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    numerical results
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    Newton's method
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