ON THE POSITIVE DEFINITE SOLUTION OF MATRIX EQUATION X + A*X~(-α) A + B*X~(-β) B = I
Cui Xiao-me · Journal of Mathematics · 2014
The positive definite solutions of the matrix equation X +A*X-αA+B*X-βB = I,α, β ∈(0, 1] are investigated in this paper. By using monotone bounded limit existence criteria,three iterative algorithms are constructed to obtain the positive definite solution which widen the solution of such equation. Numerical examples are given to illustrate the effectiveness of the methods.