Positive definite solutions and perturbation analysis of a class of nonlinear matrix equations (Q513497)
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English | Positive definite solutions and perturbation analysis of a class of nonlinear matrix equations |
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Positive definite solutions and perturbation analysis of a class of nonlinear matrix equations (English)
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7 March 2017
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Let \(Q\) be an \(n \times n\) Hermitian positive definite matrix and let \(0 < q, r \leq 1\). Suppose that \(A_1, \dots, A_m\), and \(B_1, \dots, B_n\) are \(n \times n\) complex matrices. The authors study the existence and uniqueness of positive definite solutions to the following nonlinear matrix equation: \[ X + \sum_{i=1}^m A_i^* X^{-q} A_i - \sum_{j=1}^n B_j^* X^{-r} B_j = Q. \] The paper provides a thorough study of (1) sufficient conditions on existence and uniqueness of solutions, and (2) an iterative method to compute the unique positive definite solution to the above equations. The method is based on the Schauder fixed-point theorem and the Bhaskar-Lakshmikantham coupled fixed-point theorem [\textit{T. G. Bhaskar} and \textit{V. Lakshmikantham}, Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 65, No. 7, 1379--1393 (2006; Zbl 1106.47047)]. Theoretical results are illustrated by concrete numerical examples.
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nonlinear matrix equation
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positive definite solution
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perturbation analysis
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coupled fixed-point theorem
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condition number
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iterative method
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numerical examples
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