A New Algorithm for Solving the Equation X + A*X-1A = I | IEEE Conference Publication | IEEE Xplore

A New Algorithm for Solving the Equation X + A*X-1A = I


Abstract:

In this paper, we investigate the existence of positive definite solutions for the matrix equation X+A*X-1 A=I. A new inversion free variant of the basic fixed point iter...Show More

Abstract:

In this paper, we investigate the existence of positive definite solutions for the matrix equation X+A*X-1 A=I. A new inversion free variant of the basic fixed point iteration method for obtaining the maximal positive definite solution is established. Moreover, some necessary conditions and sufficient conditions for the existence of positive definite solutions of the matrix equation are obtained. In the end, one numerical example is given to illustrate the effectiveness of our results.
Date of Conference: 23-26 June 2012
Date Added to IEEE Xplore: 23 August 2012
ISBN Information:
Conference Location: Harbin, China

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