Positive solutions to \(X=A-BX^{-1}B^*\) (Q914788)
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English | Positive solutions to \(X=A-BX^{-1}B^*\) |
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Positive solutions to \(X=A-BX^{-1}B^*\) (English)
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1990
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The authors study the positive (semidefinite) solutions to the matrix equation \(X=A-BX^{-1}B^*\) under the assumption that \(A\geq 0\). It is shown that positive solutions exist if and only if a certain block tridiagonal operator is positive, in which case the solution is given by the generalized Schur complement of that operator. The Schur complement is considered to act on a proper subspace of a finite or infinite dimensional Hilbert space with inner product.
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bounded operators
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matrix equation
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positive solutions
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Schur complement
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Hilbert space
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inner product
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