Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
468024 | Computers & Mathematics with Applications | 2015 | 9 Pages |
Abstract
In this paper, we present two structure-preserving-doubling like algorithms for obtaining the positive definite solution of the nonlinear matrix equation X+AHX¯−1A=Q, where X∈Cn×nX∈Cn×n is an unknown matrix and Q∈Cn×nQ∈Cn×n is a Hermitian positive definite matrix. We prove that the sequences generated by the algorithms converge to the positive definite solution of the considered matrix equation R-quadratically. In addition, we also present some numerical results to illustrate the behavior of the considered algorithm.
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Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Na Huang, Chang-Feng Ma,