Improved methods and starting values to solve the matrix equations $X\pm A^*X^{-1}A=I$ iteratively
From MaRDI portal
Publication:4821047
DOI10.1090/S0025-5718-04-01636-9zbMath1058.65051MaRDI QIDQ4821047
Frank Uhlig, Vejdi I. Hasanov, Ivan Ganchev Ivanov
Publication date: 7 October 2004
Published in: Mathematics of Computation (Search for Journal in Brave)
convergence; Newton's method; numerical examples; iterative method; matrix equation; positive definite solution; starting values choice
Related Items
Positive definite solutions of the matrix equations, Positive definite solution of the matrix equation \(X=Q+A^{H}(I\otimes X-C)^{\delta}A\), On the Hermitian positive definite solutions of nonlinear matrix equation \(X^s + A^*X^{-t}A = Q\), On the Hermitian positive defnite solution of the nonlinear matrix equation \(X + A^*X ^{-1} A + B^*X ^{-1} B = I\), On two perturbation estimates of the extreme solutions to the equations \(X \pm A^*X^{-1}A = Q\), Solutions and perturbation estimates for the matrix equation \(X^s+A^*X^{-t}A=Q\), Contractive maps on normed linear spaces and their applications to nonlinear matrix equations, On the nonlinear matrix equation \(X - \sum_{i=1}^{m}A_{i}^{*}X^{\delta _{i}}A_{i} = Q\), A note on the fixed-point iteration for the matrix equations \(X \pm A^* X^{-1}A=I\), On positive definite solutions of nonlinear matrix equation \(X^s-A^{*}X^{-t}A=Q\), Notes on two perturbation estimates of the extreme solutions to the equations \(X\pm A^{*}X^{-1}A=Q\), On equations that are equivalent to the nonlinear matrix equation \(X+A^{*}X ^{-\alpha}A=Q\), Thompson metric method for solving a class of nonlinear matrix equation, On the solution of the nonlinear matrix equation \(X^n=f(X)\), Some investigation on Hermitian positive definite solutions of the matrix equation \(X^s+A^*X^{-t}A=Q\), On Hermitian positive definite solution of the matrix equation \(X-\sum _{i=1}^mA_i^*X^r A_i = Q\), Improved perturbation estimates for the matrix equations \(X \pm A^{*} X^{-1} A=Q\)., On the nonlinear matrix equation \(X+A*X - qA=Q\) \((q\geq 1)\), Iterations for solving a rational Riccati equation arising in stochastic control, Positive definite solutions of the matrix equations \(X\pm A^{\ast}X^{-q} A=Q\), On the Matrix EquationX = Q − S∗X†S
Cites Work
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- On the existence of a positive definite solution of the matrix equation \(X+A^ T X^{-1} A=I\)
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- Matrices \(C\) with \(C^ n\to 0\)
- Hermitian solutions of the equation \(X=Q+NX^{-1}N^*\)
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