Two iteration processes for computing positive definite solutions of the equation \(X-A^*X^{-n}A=Q\) (Q5948734)
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scientific article; zbMATH DE number 1671958
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| English | Two iteration processes for computing positive definite solutions of the equation \(X-A^*X^{-n}A=Q\) |
scientific article; zbMATH DE number 1671958 |
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Two iteration processes for computing positive definite solutions of the equation \(X-A^*X^{-n}A=Q\) (English)
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12 November 2001
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This paper deals with positive definite solutions of the nonlinear matrix equation \(X- A^* X^{-n}A= Q\). Sufficient conditions for existence of the solutions are obtained. Two iterative methods are proposed. These iterations are fixed-point iterative methods. The first one is suitable for obtaining a positive definite solution when \(A\) is a normal matrix. The second one is suitable to general matrix \(A\) but \(Q= 1\) and \(n= 2^m\). Numerical examples are given illustrate the performance of the algorithm.
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numerical examples
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positive definite solutions
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nonlinear matrix equation
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fixed-point iterative methods
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performance
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algorithm
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0.90500546
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0.89370537
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0.88625795
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0.8783757
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0.87470883
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0.86217046
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0.85356534
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