On positive definite solutions of nonlinear matrix equation X^s-A^*X^-tA=Q

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Publication:961550





The nonlinear matrix equation \(X^s-A^{*}X^{-t}A=Q\) is investigated. Here \(s\) and \(t\) are positive integers, \(A\) is a non-singular complex \(n\times n\)-matrix, \(A^*\) is its conjugate transpose and \(Q\) is a positive definite matrix. Based on fixed-point theory, the existence and the uniqueness of a positive definite solution are studied. An effective iterative method to obtain the unique positive definite solution is established given \(\| A \| \cdot \| Q^{-1}\| ^{\frac{s+t}{s}}< \frac{s}{t^*}\). In addition, some computable estimates of the unique positive definite solution are derived. Finally, numerical examples are given to illustrate the effectiveness of the algorithm and the perturbation estimates.



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