On equations that are equivalent to the nonlinear matrix equation X+A∗X−αA=Q

作者:

Highlights:

摘要

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.

论文关键词:15A24,65H05,65F10,Nonlinear matrix equation,Iterative algorithm,Positive definite solution

论文评审过程:Received 9 February 2009, Revised 18 February 2010, Available online 12 March 2010.

论文官网地址:https://doi.org/10.1016/j.cam.2010.03.004