Article ID Journal Published Year Pages File Type
4631923 Applied Mathematics and Computation 2010 6 Pages PDF
Abstract

In this paper, we study the matrix equation X+∑i=1mAi∗X-1Ai=I, where Ai (i = 1, 2, …, m) is square matrices, and obtain some conditions for the existence of positive definite solution of this equation. Two iterative algorithms to find the maximal positive definite solution are given. Some numerical results are reported to illustrate the effectiveness of the algorithms.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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