A Fixed Point Theorem for Monotone Maps and Its Applications to Nonlinear Matrix Equations
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By using the fixed point theorem for monotone maps in a normal cone, we prove a uniqueness theorem for the positive definite solution of the matrix equationX=Q+A⁎f(X)A, wherefis a monotone map on the set of positive definite matrices. Then we apply the uniqueness theorem to a special equationX=kQ+A⁎(X^-C)qAand prove that the equation has a unique positive definite solution whenQ^≥Candk>1and0<q<1. For this equation the basic fixed point iteration is discussed. Numerical examples show that the iterative method is feasible and effective.
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2001 ◽
Vol 76
(3)
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pp. 331-338
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2007 ◽
Vol 200
(2)
◽
pp. 520-527
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