Existence and uniqueness of the positive definite solution for the matrix equation X=Q+A^(X-C)^-1A
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Publication:2015238
Summary: We consider the nonlinear matrix equation \(X=Q+A^\ast(\hat{X}-C)^{-1}A\), where \(Q\) is positive definite, \(C\) is positive semidefinite, and \(\hat{X}\) is the block diagonal matrix defined by \(\hat{X}=\mathrm{diag}(X,X,\dots,X)\). We prove that the equation has a unique positive definite solution via variable replacement and fixed point theorem. The basic fixed point iteration for the equation is given.
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Cited in
(7)- Positive definite solutions of the matrix equation \(X^r - \sum_{i = 1}^m A_i^{\ast} X^{- \delta_i} A_i = I\)
- Necessary and sufficient conditions for the existence of a positive definite solution of the matrix equation \(X+A^*X^{-1}A=Q\)
- On solution and perturbation estimates for the nonlinear matrix equation X-A^*e^XA=I
- A fixed point theorem for monotone maps and its applications to nonlinear matrix equations
- On Hermitian positive definite solutions of the nonlinear matrix equation \(X-A^{*}e^{X}A=I\)
- Positive definite solution of the matrix equation \(X=Q+A^{H}(I\otimes X-C)^{\delta}A\)
- Solving the nonlinear matrix equation \(X = Q + \sum ^{m}_{i=1}M_{i}X^{\delta _{i}}M^{*}_{i}\) via a contraction principle
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