scholarly journals The Inversion-Free Iterative Methods for Solving the Nonlinear Matrix EquationX+AHX-1A+BHX-1B=I

2013 ◽  
Vol 2013 ◽  
pp. 1-7 ◽  
Author(s):  
Na Huang ◽  
Changfeng Ma
Keyword(s):  
Iterative Methods ◽  
Matrix Equation ◽  
Positive Definite ◽  
Numerical Results ◽  
Iterative Schemes ◽  
Positive Definite Solution ◽  
Nonlinear Matrix ◽  
Definite Solution

We present two inversion-free iterative methods for computing the maximal positive definite solution of the equationX+AHX-1A+BHX-1B=I. We prove that the sequences generated by the two iterative schemes are monotonically increasing and bounded above. We also present some numerical results to compare our proposed methods with some previously developed inversion-free techniques for solving the same matrix equation.

On the Nonlinear Matrix Equation Based on Engineering Calculation

2012 ◽  
Vol 450-451 ◽  
pp. 158-161
Author(s):  
Dong Jie Gao
Keyword(s):  
Matrix Equation ◽  
Iteration Method ◽  
Engineering Calculation ◽  
Positive Definite ◽  
Nonlinear Matrix Equation ◽  
Positive Definite Solution ◽  
Nonlinear Matrix ◽  
Definite Solution

We consider the positive definite solution of the nonlinear matrix equation . We prove that the equation always has a unique positive definite solution. The iteration method for the equation is given.

scholarly journals Necessary and Sufficient Conditions for the Existence of a Hermitian Positive Definite Solution of a Type of Nonlinear Matrix Equations

2009 ◽  
Vol 2009 ◽  
pp. 1-13 ◽  
Author(s):  
Wenling Zhao ◽  
Hongkui Li ◽  
Xueting Liu ◽  
Fuyi Xu
Keyword(s):  
Matrix Equation ◽  
Sufficient Conditions ◽  
Positive Definite ◽  
Necessary And Sufficient Conditions ◽  
Nonsingular Matrix ◽  
Positive Definite Solution ◽  
Hermitian Positive Definite Solution ◽  
Nonlinear Matrix ◽  
Necessary And Sufficient ◽  
Definite Solution

We study the Hermitian positive definite solutions of the nonlinear matrix equationX+A∗X−2A=I, whereAis ann×nnonsingular matrix. Some necessary and sufficient conditions for the existence of a Hermitian positive definite solution of this equation are given. However, based on the necessary and sufficient conditions, some properties and the equivalent equations ofX+A∗X−2A=Iare presented while the matrix equation has a Hermitian positive definite solution.

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