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On the positive definite solutions of the matrix equations Xs±ATX−tA=In

✍ Scribed by Xin-Guo Liu; Hua Gao

Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
130 KB
Volume
368
Category
Article
ISSN
0024-3795

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✦ Synopsis

The two matrix equations X s + A T X -t A = I n and X s -A T X -t A = I n are studied. Based on the fixed-point theory, the existence of the symmetric positive definite solutions are proved. Sensitivity analysis of the maximal solution is presented. Some elegant estimates of the positive definite solutions are obtained. Three iterative methods for computing the positive solutions are proposed.

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