Article ID Journal Published Year Pages File Type
4640309 Journal of Computational and Applied Mathematics 2010 9 Pages PDF
Abstract

The nonlinear matrix equation X−1+A∗XαA=Q(0<α≤1) is equivalent to the nonlinear matrix equation X+A∗X−αA=Q(0<α≤1). The nonlinear matrix equation X−1+(AXA∗)1/α=Q(1<α) is equivalent to the nonlinear matrix equation X−1+A∗XαA=Q(1<α). The necessary and sufficient conditions for the existence of a positive definite solution of X−1+A∗XαA=Q(0<α≤1) and X−1+(AXA∗)1/α=Q(1<α) are given. In the process, two iterative algorithms are obtained. Estimations of the errors of the iterative algorithms are derived. Two numerical examples are given that demonstrate that the iterative algorithms are applicable.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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