A New Inversion-Free Method For Hermitian Positive Definite Solution Of Matrix Equation
Minghui Wang, Juntao Zhang · Zenodo (CERN European Organization for Nuclear Research) · 2014
An inversion-free iterative algorithm is presented for solving nonlinear matrix equation with a stepsize parameter t. The existence of the maximal solution is discussed in detail, and the method for finding it is proposed. Finally, two numerical examples are reported that show the efficiency of the method.