Key Words:Positive definite matrix; Nonlinear matrix equation; Iterative algorithm; The maximal solution; The minimal solution
Abstract:In this paper, the distribution of the positive definite solution of the nonlinear equation X-s + A*X(-q)A = I is deduced, the existence of the maximal solution and the minimal solution is discussed and two new iterative algorithms for obtaining these solutions are proposed. These algorithms avoid matrix inversion. (C) 2013 Elsevier Inc. All rights reserved.
Volume:220
Issue:
Translation or Not:no