The Hermitian positive definite solutions of the matrix equation X+A~*X~qA=I(q>0)

Lei Li · Journal of Shandong University · 2006

Consider the nonlinear matrix equation X+A~*X~qA=I with q0,where I is the (n×n) identity matrix,A is the (n×n) complex matrix.Some properties of the solution and the basic fixed point iterations for the equation are discussed in some detail,and the explicit formulations about uniqueness of the solution are given.The results are illustratd by numerical examples.

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