Improved methods and starting values to solve the matrix equations $X\pm A^*X^{-1}A=I$ iteratively

DOI10.1090/S0025-5718-04-01636-9zbMath1058.65051OpenAlexW1479986324MaRDI QIDQ4821047

Frank Uhlig, Vejdi I. Hasanov, Ivan Ganchev Ivanov

Publication date: 7 October 2004

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0025-5718-04-01636-9

zbMATH Keywords

convergenceNewton's methodnumerical examplesiterative methodmatrix equationpositive definite solutionstarting values choice

Mathematics Subject Classification ID

Related Items (50)

On the Matrix EquationX = Q − S∗X†S ⋮ An efficient inversion-free method for solving the nonlinear matrix equation \(X^p + \sum_{j=1}^ma_j^*X^{-q_j}a_j=Q\) ⋮ Solutions and perturbation estimates for the matrix equation \(X^s+A^*X^{-t}A=Q\) ⋮ On Hermitian positive definite solutions of the nonlinear matrix equation \(X-A^{*}e^{X}A=I\) ⋮ Contractive maps on normed linear spaces and their applications to nonlinear matrix equations ⋮ On the nonlinear matrix equation \(X+A*X - qA=Q\) \((q\geq 1)\) ⋮ Some investigation on Hermitian positive-definite solutions of a nonlinear matrix equation ⋮ On iterative algorithm and perturbation analysis for the nonlinear matrix equation ⋮ The Hermitian positive definite solution of the nonlinear matrix equation ⋮ Solving systems of nonlinear matrix equations involving Lipschitzian mappings ⋮ Positive definite solutions of the matrix equation \(X^r - \sum_{i = 1}^m A_i^{\ast} X^{- \delta_i} A_i = I\) ⋮ The structure-preserving doubling algorithm and convergence analysis for a nonlinear matrix equation ⋮ Positive definite solutions of the matrix equations ⋮ An accelerated technique for solving the positive definite solutions of a class of nonlinear matrix equations ⋮ Some iterative methods for the largest positive definite solution to a class of nonlinear matrix equation ⋮ The iterative methods for solving nonlinear matrix equation \(X+A^\star X^{-1}A+B^{\star}X^{-1}B=Q\) ⋮ On the first degree Fejér-Riesz factorization and its applications to \(X+A^{\ast}X^{-1}A=Q\) ⋮ Fixed-point accelerated iterative method to solve nonlinear matrix equation \(X - \sum\limits_{i = 1}^m A_i^\ast X^{-1}A_i = Q^\ast\) ⋮ Several efficient iterative algorithms for solving nonlinear tensor equation \(\mathcal{X} + \mathcal{A}^T \ast_N \mathcal{X}^{-1} \ast_N \mathcal{A} = \mathcal{I}\) with Einstein product ⋮ Bauer's spectral factorization method for low order multiwavelet filter design ⋮ Solving system of nonlinear matrix equations over Hermitian positive definite matrices ⋮ Common solutions to the matrix equations \(AX=B\) and \(XC=D\) on a subspace ⋮ Some properties of the nonlinear matrix equation \(X^s + A^* X^{-t} A = Q\) ⋮ Solutions and perturbation analysis for the nonlinear matrix equation \(X + \sum^m_{i=1} A^*_i X^{-1} A_i = I\) ⋮ Positive definite solution of the matrix equation \(X=Q+A^{H}(I\otimes X-C)^{\delta}A\) ⋮ Positive definite solution of the matrix equation \(X = Q - A{^*}X^{-1}A + B{^*}X^{- 1}B\) via Bhaskar-Lakshmikantham fixed point theorem ⋮ Improved perturbation estimates for the matrix equations \(X \pm A^{*} X^{-1} A=Q\). ⋮ On the nonlinear matrix equation \(X - \sum_{i=1}^{m}A_{i}^{*}X^{\delta _{i}}A_{i} = Q\) ⋮ Positive definite solutions of the nonlinear matrix equation \(X + A^H\bar{X}^{-1}A = I\) ⋮ Iterations for solving a rational Riccati equation arising in stochastic control ⋮ Condition numbers for the nonlinear matrix equation and their statistical estimation ⋮ A note on the fixed-point iteration for the matrix equations \(X \pm A^* X^{-1}A=I\) ⋮ Convergence analysis of some iterative methods for a nonlinear matrix equation ⋮ On positive definite solutions of nonlinear matrix equation \(X^s-A^{*}X^{-t}A=Q\) ⋮ Positive definite solutions of the matrix equations \(X\pm A^{\ast}X^{-q} A=Q\) ⋮ Positive definite solutions of the nonlinear matrix equation \(X+A^*X^qA=Q\) (\(q>0\)). ⋮ Notes on two perturbation estimates of the extreme solutions to the equations \(X\pm A^{*}X^{-1}A=Q\) ⋮ On the Hermitian positive definite solutions of nonlinear matrix equation \(X^s + A^*X^{-t}A = Q\) ⋮ 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 ⋮ Decoupled low-rank iterative methods for a large-scale system of nonlinear matrix equations arising from electron transport of nano materials ⋮ Unnamed Item ⋮ On the Hermitian positive defnite solution of the nonlinear matrix equation \(X + A^*X ^{-1} A + B^*X ^{-1} B = I\) ⋮ Unnamed Item ⋮ 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 \(X-\sum _{i=1}^mA_i^*X^r A_i = Q\) ⋮ Positive definite solution of a class of nonlinear matrix equation ⋮ On the matrix equation arising in an interpolation problem ⋮ On two perturbation estimates of the extreme solutions to the equations \(X \pm A^*X^{-1}A = Q\)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Positive solutions to \(X=A-BX^{-1}B^*\)
• Properties of positive definite solutions of the equation \(X+A^*X^{-2}A=I\)
• 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 \(X+A^*X^{-1}A=Q\)
• Matrices \(C\) with \(C^ n\to 0\)
• Hermitian solutions of the equation \(X=Q+NX^{-1}N^*\)
• 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
• On Direct Methods for Solving Poisson’s Equations

This page was built for publication: Improved methods and starting values to solve the matrix equations $X\pm A^*X^{-1}A=I$ iteratively