Iterative methods for the extremal positive definite solution of the matrix equation X+A^*X^-A=Q
From MaRDI portal
Publication:869490
The authors propose two algorithms that avoid matrix inversion for every iteration, called inversion free variant of the basic point iteration. The first algorithm computes the maximal positive definite solution \(X_{+}\) of the nonlinear equation \(X+A^{\ast }X^{-\alpha }A=Q,\) where \(A\) is \ a nonsingular matrix, \(Q\) is a Hermitian positive definite matrix and \(\alpha \in (0,1].\) The second algorithm computes the minimal positive definite solution \(X_{-}\) of the same nonlinear equation with the case \(\alpha \in [ 1,\infty )\). Convergence theorems are provided. Some numerical examples are added to illustrate the convergence features.
Recommendations
- Two inversion-free iterative algorithms for computing the maximal positive definite solution of the nonlinear matrix equation
- Iterative positive definite solutions of the two nonlinear matrix equations \(X \pm A^{T}X^{-2} A =I \)
- The extremal solution of the matrix equation \(X^s+A^\ast X^{-q}A=I\)
- scientific article; zbMATH DE number 5376388
- A new inversion free iteration for solving the equation \(X + A^{\star} X^{-1} A = Q\)
Cites work
- A new inversion free iteration for solving the equation \(X + A^{\star} X^{-1} A = Q\)
- Computing the Extremal Positive Definite Solutions of a Matrix Equation
- Hermitian solutions of the equation \(X=Q+NX^{-1}N^*\)
- scientific article; zbMATH DE number 3142104 (Why is no real title available?)
- scientific article; zbMATH DE number 802915 (Why is no real title available?)
- Iterative methods for nonlinear matrix equations \(X+ A^{\star}X^{-\alpha}A = I\)
- Iterative solution of two matrix equations
- On an iteration method for solving a class of nonlinear matrix equations
- On matrix equations \(X\pm A^*X^{-2}A=I\)
- On positive definite solutions of the nonlinear matrix equation \(X+A^* X^{-n} A=I\)
- On the existence of a positive definite solution of the matrix equation \(X+A^ T X^{-1} A=I\)
- On the matrix equation \(X+A^{T} \root 2^m \of {X^{-1}}A+I\)
- Operator inequalities associated with Hölder-McCarthy and Kantorovich inequalities
- Positive definite solutions of the matrix equations \(X\pm A^{\ast}X^{-q} A=Q\)
- Positive solutions to \(X=A-BX^{-1}B^*\)
- Properties of positive definite solutions of the equation \(X+A^*X^{-2}A=I\)
- Solutions and perturbation estimates for the matrix equations \(X\pm A^*X^{-n}A=Q\)
- Some properties for the existence of a positive definite solution of matrix equation \(X+A^*X^{-2^m}A=I\)
Cited in
(46)- The Hermitian positive definite solution of the nonlinear matrix equation
- Iterative positive definite solutions of the two nonlinear matrix equations \(X \pm A^{T}X^{-2} A =I \)
- Perturbation analysis for the matrix equation \(X - \sum^m_{i=1} A^\ast_i XA_i + \sum^n_{j=1} B^\ast_j XB_j = I\)
- Positive definite solution of the matrix equation \(X = Q - A{^*}X^{-1}A + B{^*}X^{- 1}B\) via Bhaskar-Lakshmikantham fixed point theorem
- Matrix bounds for the solution of the continuous algebraic Riccati equation
- Two structure-preserving-doubling like algorithms for obtaining the positive definite solution to a class of nonlinear matrix equation
- Latest inversion-free iterative scheme for solving a pair of nonlinear matrix equations
- Quasi gradient-based inversion-free iterative algorithm for solving a class of the nonlinear matrix equations
- The inversion-free iterative methods for solving the nonlinear matrix equation \(X + A^H X^{- 1} A + B^H X^{- 1} B = I\)
- On the nonlinear matrix equation \(X+A*X - qA=Q\) \((q\geq 1)\)
- On the positive operator solutions to an operator equation
- An improved inversion-free method for solving the matrix equation \(X + A^\ast X^{-{\alpha}}A = Q\)
- On the matrix equation \(X+A^{T} \root 2^m \of {X^{-1}}A+I\)
- On the Hermitian positive definite solutions of nonlinear matrix equation \(X^s + \sum_{i = 1}^m A_i^\ast X^{- t_i} A_i = Q\)
- An iterative method to solve a nonlinear matrix equation
- On the matrix equation \(X-\sum^m_{i=1}N^\ast_iX^{-1}N_i=I\) arising in an interpolation problem
- Iterative algorithms for \(X+A^{\mathrm T}X^{-1}A=I\) by using the hierarchical identification principle
- Investigation of the existence and uniqueness of extremal and positive definite solutions of nonlinear matrix equations
- The inversion-free iterative methods for a system of nonlinear matrix equations
- On the perturbation estimates of the maximal solution for the matrix equation \(X + A^T \sqrt{X^{- 1}} A = P\)
- Two inversion-free iterative algorithms for computing the maximal positive definite solution of the nonlinear matrix equation
- Necessary and sufficient conditions for the existence of a positive definite solution for the matrix equation \(X + \sum^m_{i = 1} A^T_i X^{\delta_i} A_i = I\)
- On the Hermitian positive definite solutions of nonlinear matrix equation \(X^s + A^\ast X^{-t_1} A + B^\ast X^{-t_2} B = Q\)
- Iterative solution of two matrix equations
- Solutions and perturbation analysis for the nonlinear matrix equation \(X + \sum^m_{i=1} A^*_i X^{-1} A_i = I\)
- scientific article; zbMATH DE number 6914817 (Why is no real title available?)
- The structure-preserving doubling algorithms for positive definite solution to a system of nonlinear matrix equations
- Hermitian positive definite solutions of the matrix equation \({{X^s}+{A^*}{X^{-t}}A=Q}\)
- Computing the Extremal Positive Definite Solutions of a Matrix Equation
- Bounds for the eigenvalues of the continuous algebraic Riccati equation
- On an inversion-free algorithm for the nonlinear matrix problem \(\mathcal{X}^\alpha+ \mathcal{A}^\ast \mathcal{X}^{-\beta}\mathcal{A}+ \mathcal{B}^\ast \mathcal{X}^{- \gamma}\mathcal{B}=\mathcal{I}\)
- Positive definite solutions and perturbation analysis of a class of nonlinear matrix equations
- On convergence of three iterative methods for solving of the matrix equation \(X+A^\ast X^{-1}A+B^\ast X^{-1}B=Q\)
- Convergence analysis of some iterative methods for a nonlinear matrix equation
- Newton's iterative method to solve a nonlinear matrix equation
- Positive definite solutions of the nonlinear matrix equation \(X+A^*X^qA=Q\) (\(q>0\)).
- Two iteration processes for computing positive definite solutions of the equation \(X-A^*X^{-n}A=Q\)
- Positive definite solutions of the matrix equations
- On the existence of extremal positive definite solutions of the nonlinear matrix equation
- Generalized conjugate direction algorithm for solving general coupled Sylvester matrix equations
- New solution bounds for the continuous algebraic Riccati equation
- On the Hermitian positive definite solutions of nonlinear matrix equation \(X^s + A^*X^{-t}A = Q\)
- Solutions and perturbation estimates for the matrix equation \(X^s+A^*X^{-t}A=Q\)
- The extremal solution of the matrix equation \(X^s+A^\ast X^{-q}A=I\)
- On equations that are equivalent to the nonlinear matrix equation \(X+A^{*}X ^{-\alpha}A=Q\)
- On the Hermitian positive definite solution of the nonlinear matrix equation
This page was built for publication: Iterative methods for the extremal positive definite solution of the matrix equation \(X+A^{*}X^{-\alpha}A=Q\)
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q869490)
