A note on the fixed-point iteration for the matrix equations \(X \pm A^* X^{-1}A=I\)

DOI10.1016/j.laa.2008.06.005zbMath1166.65018OpenAlexW2115288744MaRDI QIDQ947674

Sandra Fital, Chun-Hua Guo

Publication date: 6 October 2008

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2008.06.005

zbMATH Keywords

rate of convergencefixed-point iterationmatrix equationsmaximal solutionsnearly normal matrix

Mathematics Subject Classification ID

Related Items (9)

Towards positive definite solutions of a class of nonlinear matrix equations ⋮ The structure-preserving doubling algorithm and convergence analysis for a nonlinear matrix equation ⋮ 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 \(X = Q - A{^*}X^{-1}A + B{^*}X^{- 1}B\) via Bhaskar-Lakshmikantham fixed point theorem ⋮ An iterative method to solve a nonlinear matrix equation ⋮ Newton's iterative method to solve a nonlinear matrix equation ⋮ Necessary and sufficient conditions for the existence of a Hermitian positive definite solution of a type of nonlinear matrix equations ⋮ Positive definite solution of a class of nonlinear matrix equation ⋮ On the matrix equation arising in an interpolation problem

Cites Work

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• On the solution of the rational matrix equation \(X=Q+LX^{ - 1}L^{T}\)
• Positive solutions to \(X=A-BX^{-1}B^*\)
• On the existence of a positive definite solution of the matrix equation \(X+A^ T X^{-1} A=I\)
• New convergence results on functional iteration techniques for the numerical solution of M/G/1 type Markov chains
• A nonlinear matrix equation connected to interpolation theory.
• 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 \(X+A^ TX^{-1}A=I\)
• Hermitian solutions of the equation \(X=Q+NX^{-1}N^*\)
• Extremal problems of interpolation theory
• Convergence Rate of an Iterative Method for a Nonlinear Matrix Equation
• Iterative solution of two matrix equations
• Efficient computation of the extreme solutions of $X+A^*X^{-1}A=Q$ and $X-A^*X^{-1}A=Q$
• Improved methods and starting values to solve the matrix equations $X\pm A^*X^{-1}A=I$ iteratively
• Convergence Analysis of Structure-Preserving Doubling Algorithms for Riccati-Type Matrix Equations
• Numerical solution of a quadratic eigenvalue problem

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