An algorithm for computing positive definite solutions of the nonlinear matrix equationX + A*X−1A = I
DOI10.1080/00207160310001603316zbMATH Open1049.65033OpenAlexW2124588683MaRDI QIDQ4467348FDOQ4467348
Authors: Salah M. El-Sayed
Publication date: 9 June 2004
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160310001603316
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convergencealgorithmnumerical experimentsiteration methodnonlinear matrix equationdiscrete-time algebraic Riccati matrix equationminimal positive definite solution
Iterative numerical methods for linear systems (65F10) Numerical computation of solutions to systems of equations (65H10) Discrete-time control/observation systems (93C55) Matrix equations and identities (15A24)
Cites Work
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- 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 \(X+A^*X^{-1}A=Q\)
- On the matrix equation \(X+A^ TX^{-1}A=I\)
- On an iteration method for solving a class of nonlinear matrix equations
- Iterative solution of two matrix equations
- Computing the Extremal Positive Definite Solutions of a Matrix Equation
- Title not available (Why is that?)
- Positive solutions to \(X=A-BX^{-1}B^*\)
- On the existence of a positive definite solution of the matrix equation
- A two-sided iterative method for computing positive definite solutions of a nonlinear matrix equation
- Two iteration processes for computing positive definite solutions of the equation \(X-A^*X^{-n}A=Q\)
- Properties of positive definite solutions of the equation \(X+A^*X^{-2}A=I\)
- Some properties for the existence of a positive definite solution of matrix equation \(X+A^*X^{-2^m}A=I\)
Cited In (8)
- Iterative positive definite solutions of the two nonlinear matrix equations \(X \pm A^{T}X^{-2} A =I \)
- Bauer's spectral factorization method for low order multiwavelet filter design
- Some properties of the nonlinear matrix equation \(X^s + A^* X^{-t} A = Q\)
- A new inversion-free method for a rational matrix equation
- Title not available (Why is that?)
- Algorithm 646
- Contractive maps on normed linear spaces and their applications to nonlinear matrix equations
- Two iteration processes for computing positive definite solutions of the equation \(X-A^*X^{-n}A=Q\)
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