The Hermitian positive definite solution of matrix equations X + A* X− A = I

Peiyu Wei, Boxue Tan, Xueting Liu · 2009

In this paper, we discuss the Hermitian positive definite solutions of the nonlinear matrix equation X + A* X-1A = I. we give some necessary and sufficient conditions for the existence of a Hermitian positive definite solution of equation(1.1). Based on them, we also present some properties of the coefficient matrix A are presented and two equivalent equation of equation(1.1) when the matrix equation has a Hermitian positive definite solution. And construct an iterative methods for obtaining the Hermitian positive definite solutions of the equation are constructed.

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