In this paper, we study the matrix equation X+A⋆X−1A+B⋆X−1B=Q, where A and B are square matrices, and Q is a positive definite matrix, and propose the iterative methods for finding positive definite solutions of the matrix equation. Also, general convergence results for the basic fixed point iteration for these equations are given. Some numerical examples are presented to show the usefulness of the iterations.
机构:
Moscow MV Lomonosov State Univ, Fac Computat Math & Cybernet, Moscow 119992, RussiaMoscow MV Lomonosov State Univ, Fac Computat Math & Cybernet, Moscow 119992, Russia
Vorontsov, Yu. O.
Ikramov, Kh. D.
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机构:
Moscow MV Lomonosov State Univ, Fac Computat Math & Cybernet, Moscow 119992, RussiaMoscow MV Lomonosov State Univ, Fac Computat Math & Cybernet, Moscow 119992, Russia