The Positive Definite Solution of the Quadratic Matrix Equation X~2-bX-C=O
Xuefeng Duan · College Mathematics · 2012
We study the positive definite solution of the quadratic matrix equation X2-bX-C=O with b0 and C is an n×n positive definite matrix.We show that there exists a unique positive definite solution to the equation and give the methods for computing the positive definite solution.