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An algorithm for computing positive definite solutions of the nonlinear matrix equation X + A*X-1A = I 

Author: Salah M. El-Sayed a
Affiliation:   a Department of Mathematics, Faculty of Science, Benha University, Benha, Egypt
DOI: 10.1080/00207160310001603316
Publication Frequency: 15 issues per year
Published in: journal International Journal of Computer Mathematics, Volume 80, Issue 12 December 2003 , pages 1527 - 1534
Number of References: 14
Formats available: PDF (English)
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Abstract

In this paper, an algorithm for obtaining the Hermitian positive definite solutions of the nonlinear matrix equation X + A*X-1A = I is considered and discussed. The convergence of the algorithm is proved. Numerical experiments to illustrate the behavior of the algorithm are executed.
Keywords: Nonlinear matrix equation; Iteration methods; Convergence of sequences; Positive definite matrix
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