In this paper we investigate the matrix equation X + A * X -1A B * X -1B = I. Some sufficient and necessary conditions for the existence of Hermitian positive definite solutions as well as for the existence of the smallest Hermitian positive definite solution of the considered equation are derived. Two iterative methods for computing the smallest positive definite solution are proposed. Some numerical examples are presented to illustrate the theoretical results.
机构:
Yeungnam Univ, Coll Basic Studies, Sch Gen Educ, Gyengsan 712749, South KoreaYeungnam Univ, Coll Basic Studies, Sch Gen Educ, Gyengsan 712749, South Korea
Lee, Hosoo
KOREAN JOURNAL OF MATHEMATICS,
2014,
22
(01):
: 123
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131