On positive definite solutions of nonlinear matrix equation \(X^s-A^{*}X^{-t}A=Q\) (Q961550)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On positive definite solutions of nonlinear matrix equation \(X^s-A^{*}X^{-t}A=Q\)
scientific article

    Statements

    On positive definite solutions of nonlinear matrix equation \(X^s-A^{*}X^{-t}A=Q\) (English)
    0 references
    0 references
    0 references
    31 March 2010
    0 references
    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.
    0 references
    0 references
    nonlinear matrix equation
    0 references
    positive definite solution
    0 references
    iteration
    0 references
    perturbation estimates
    0 references
    fixed-point theorem
    0 references
    numerical examples
    0 references
    algorithm
    0 references
    0 references