On the matrix equation X+A^T 2ᵐ X^-1A+I

DOI10.1016/J.AMC.2005.04.030MaRDI QIDQ2489455zbMATH OpenOpenAlexFDO

Authors Mohamed A. Ramadan, Naglaa M. El-Shazly

Publication date 28 April 2006

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2005.04.030

zbMATH Keywords

algorithmconvergenceextremal positive solutionsiterative methodsmatrix factorizationnonlinear matrix equationnumerical examplespositive definite matrix

Mathematics Subject Classification ID

Matrix equations and identities (15A24)

Review text

The authors consider iterative methods for finding the extremal positive definite solutions (PDSs) of the matrix equation (*) \(X+A^T\sqrt[2^m]{X^{-1}}A=I\) (which appears when certain linear systems are solved). They give the necessary and sufficient conditions for the existence of a PDS of \((*)\). They also discuss the existence and rate of convergence of some proposed algorithms for obtaining the extremal PDSs of \((*)\). They generalize a computationally simple, efficient and known such algorithm. The performance and effectiveness of the algorithm are illustrated by numerical examples.

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Cites work

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Cited in

(23)

• The Hermitian positive definite solution of the nonlinear matrix equation
• On solution and perturbation estimates for the nonlinear matrix equation X-A^*e^XA=I
• On the perturbation analysis of the maximal solution for the matrix equation \(X - \sum\limits_{i=1}^m A_i^\ast X^{-1} A_i + \sum\limits_{j=1}^n B_j^\ast X^{-1} B_j = I\)
• On the nonlinear matrix equation \(X+A*X - qA=Q\) \((q\geq 1)\)
• Investigation of the existence and uniqueness of extremal and positive definite solutions of nonlinear matrix equations
• On the perturbation estimates of the maximal solution for the matrix equation \(X + A^T \sqrt{X^{- 1}} A = P\)
• Recursive solutions of the matrix equations \(X+A^TX^{-1}A=Q\) and \(X-A^TX^{-1}A=Q\)
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• On the existence of a positive definite solution of the matrix equation
• Efficient computation of the extreme solutions of $X+A^*X^{-1}A=Q$ and $X-A^*X^{-1}A=Q$
• Improved methods and starting values to solve the matrix equations $X\pm A^*X^{-1}A=I$ iteratively
• scientific article; zbMATH DE number 7546718 (Why is no real title available?)
• On the matrix equations \(Y\pm B^T e^{-Y} B=I\)
• On iterative algorithms for solving the matrix equation \(X+A^*X^{-1}=I\)
• On the maximal-like solution of matrix equation \(X+A^*X^{-2}A=I^*\)
• Positive definite solutions of the matrix equations
• On the existence of extremal positive definite solutions of the nonlinear matrix equation
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• An iterative method for solving the generalized coupled Sylvester matrix equations over generalized bisymmetric matrices
• On equations that are equivalent to the nonlinear matrix equation \(X+A^{*}X ^{-\alpha}A=Q\)

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