On a class of nonlinear matrix equations X\pm A^{\small H}f(X)^{-1}A=Q

MaRDI QIDQ6270195zbMATH OpenFDO

Authors Chun-Yueh Chiang

Publication date 5 February 2016

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Linear preserver problems (15A86) Iterative numerical methods for linear systems (65F10) Numerical computation of solutions to single equations (65H05)

Abstract: Nonlinear matrix equations are encountered in many applications of control and engineering problems. In this work, we establish a complete study for a class of nonlinear matrix equations. With the aid of Sherman Morrison Woodbury formula, we have shown that any equation in this class has the maximal positive definite solution under a certain condition. Furthermore, A thorough study of properties about this class of matrix equations is provided. An acceleration of iterative method with R-superlinear convergence with order $r>1$ is then designed to solve the maximal positive definite solution efficiently.

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