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Title
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A novel iterative method for the solution of a nonlinear matrix equation
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Type
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JournalPaper
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Keywords
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Convergence rate Fixed point iteration Inversion free Matrix equation
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Abstract
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This paper provides a novel inversion free variant of the fixed point iteration strategy to obtain a maximal positive definite solution for the nonlinear matrix equation X + A∗ X−1 A = Q . The conditions for the convergence of the method and for the existence of solution of this nonlinear matrix equation are derived. At the end, numerical examples are also presented to show the behavior of the proposed technique
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Researchers
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Hamid Esmaili (Third Researcher), khosro sayevand (Second Researcher), (First Researcher)
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