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Two iteration processes for computing positive definite solutions of the equation X - A*X−nA = Q

✍ Scribed by S.M. El-Sayed

Publisher: Elsevier Science
Year: 2001
Tongue: English
Weight: 432 KB
Volume: 41
Category: Article
ISSN: 0898-1221
DOI: 10.1016/s0898-1221(00)00301-1

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✦ Synopsis

In the present paper, we suggest two iteration methods for obtaining positive definite solutions of nonlinear matrix equation X -A'X-hA = Q, for the integer n >_ 1. We obtain sufficient conditions for existence of the solutions for the matrix equation. Finally, some numerical examples to illustrate the effectiveness of the algorithms and some remarks. ~

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