Article ID Journal Published Year Pages File Type
4602540 Linear Algebra and its Applications 2009 13 Pages PDF
Abstract

In this paper, the nonlinear matrix equation Xs+A∗X-tA=Q is investigated. Necessary conditions and sufficient conditions for the existence of Hermitian positive definite solutions are derived. An effective iterative method to obtain the special solution XL (We proved that if there is a maximal Hermitian positive definite solution, then it must be XL) is established. Moreover, some new perturbation estimates for XL are obtained. Several numerical examples are given to illustrate the effectiveness of the algorithm and the perturbation estimates.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory