On positive definite solutions of nonlinear matrix equation \(X^s-A^{*}X^{-t}A=Q\) (Q961550)
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English | On positive definite solutions of nonlinear matrix equation \(X^s-A^{*}X^{-t}A=Q\) |
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On positive definite solutions of nonlinear matrix equation \(X^s-A^{*}X^{-t}A=Q\) (English)
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31 March 2010
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The nonlinear matrix equation \(X^s-A^{*}X^{-t}A=Q\) is investigated. Here \(s\) and \(t\) are positive integers, \(A\) is a non-singular complex \(n\times n\)-matrix, \(A^*\) is its conjugate transpose and \(Q\) is a positive definite matrix. Based on fixed-point theory, the existence and the uniqueness of a positive definite solution are studied. An effective iterative method to obtain the unique positive definite solution is established given \(\| A \| \cdot \| Q^{-1}\| ^{\frac{s+t}{s}}< \frac{s}{t^*}\). In addition, some computable estimates of the unique positive definite solution are derived. Finally, numerical examples are given to illustrate the effectiveness of the algorithm and the perturbation estimates.
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nonlinear matrix equation
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positive definite solution
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iteration
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perturbation estimates
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fixed-point theorem
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numerical examples
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algorithm
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