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2012 ON POSITIVE DEFINITE SOLUTIONS OF THE MATRIX EQUATION $X+A∗X^{-q}A=Q(0 \lt q ≤ 1)$
Xiaoyan Yin, Sanyang Liu, Tiexiang Li
Taiwanese J. Math. 16(4): 1391-1407 (2012). DOI: 10.11650/twjm/1500406740

Abstract

Consider the nonlinear matrix equation $X+A^{*}X^{-q}A = Q$ where $0 \lt q \leq 1$. A new sufficient condition for this equation to have positive definite solution is provided and two iterative methods for the maximal positive definite solution are proposed. Applying the theory of condition number developed by Rice, an explicit expression of the condition number of the maximal positive definite solution is obtained. The theoretical results are illustrated by numerical examples.

Citation

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Xiaoyan Yin. Sanyang Liu. Tiexiang Li. "ON POSITIVE DEFINITE SOLUTIONS OF THE MATRIX EQUATION $X+A∗X^{-q}A=Q(0 \lt q ≤ 1)$." Taiwanese J. Math. 16 (4) 1391 - 1407, 2012. https://doi.org/10.11650/twjm/1500406740

Information

Published: 2012
First available in Project Euclid: 18 July 2017

MathSciNet: MR2951144
Digital Object Identifier: 10.11650/twjm/1500406740

Subjects:
Primary: ‎15A24‎ , 65F10 , 65H05

Keywords: condition number , nonlinear matrix equation , positive definite solution

Rights: Copyright © 2012 The Mathematical Society of the Republic of China

Vol.16 • No. 4 • 2012
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