Positive definite solutions of the nonlinear matrix equation X         +         A*XqA         =         Q         (q         >0)

Positive definite solutions of the nonlinear matrix equation X + A*XqA = Q (q >0)

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Article ID: iaor20115684
Volume: 217
Issue: 22
Start Page Number: 9182
End Page Number: 9188
Publication Date: Jul 2011
Journal: Applied Mathematics and Computation
Authors: , ,
Keywords: programming: nonlinear
Abstract:

In this paper, the nonlinear matrix equation X + A * X q A = Q (q >0) is investigated. Some necessary and sufficient conditions for existence of Hermitian positive definite solutions of the nonlinear matrix equations are derived. An effective iterative method to obtain the positive definite solution is presented. Some numerical results are given to illustrate the effectiveness of the iterative methods.

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