Hermitian solutions of the equation \(X=Q+NX^{-1}N^*\)
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Publication:2564967
DOI10.1016/0024-3795(95)00121-2zbMath0876.15011OpenAlexW1965452869MaRDI QIDQ2564967
Bernard C. Levy, Augusto Ferrante
Publication date: 12 November 1997
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0024-3795(95)00121-2
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In memoriam of Gene H. Golub ⋮ The inversion-free iterative methods for solving the nonlinear matrix equation \(X + A^H X^{- 1} A + B^H X^{- 1} B = I\) ⋮ Perturbation analysis of the nonlinear matrix equation \(X - \sum_{i = 1}^m A_i^* X^{p i} A_i = Q\) ⋮ Necessary and sufficient conditions for the existence of a Hermitian positive definite solution of a type of nonlinear matrix equations ⋮ Positive definite solution of a class of nonlinear matrix equation ⋮ Extremal problems of interpolation theory ⋮ The inverse mean problem of geometric mean and contraharmonic means ⋮ On the matrix equation arising in an interpolation problem ⋮ On the matrix equation \(X-A^* X^{-n} A = I\) ⋮ Notes on the Hermitian positive definite solutions of a matrix equation ⋮ A fixed point theorem for monotone maps and its applications to nonlinear matrix equations ⋮ SOME ITERATIVE ALGORITHMS FOR POSITIVE DEFINITE SOLUTION TO NONLINEAR MATRIX EQUATIONS ⋮ On nonlinear matrix equations \(X\pm\sum_{i=1}^{m}A_{i}^{*}X^{-n_{i}}A_{i}=I\) ⋮ On the geometry of symplectic pencils arising from discrete-time matrix equations ⋮ On two perturbation estimates of the extreme solutions to the equations \(X \pm A^*X^{-1}A = Q\)
Cites Work
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- Positive solutions to \(X=A-BX^{-1}B^*\)
- Computing stable eigendecompositions of matrix pencils
- On the existence of a positive definite solution of the matrix equation \(X+A^ T X^{-1} A=I\)
- Necessary and sufficient conditions for the existence of a positive definite solution of the matrix equation \(X+A^*X^{-1}A=Q\)
- Modeling and estimation of discrete-time Gaussian reciprocal processes
- Consistent Estimates of the Parameters of a Linear System
- On the Sensitivity of the Eigenvalue Problem $Ax = \lambda Bx$
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