Title of article
TWO INVERSION-FREE ITERATIVE ALGORITHMS FOR COMPUTING THE MAXIMAL POSITIVE DEFINITE SOLUTION OF THE NONLINEAR MATRIX EQUATION
Author/Authors
HUANG, NA Fujian Normal University - School of Mathematics and Computer Science, China , CHANGFENG, MA Fujian Normal University - School of Mathematics and Computer Science, China
From page
158
To page
167
Abstract
In this paper, we propose two inversion-free iterative algorithms for obtaining the maximal positive definite solution of the nonlinear matrix equations X ± A^TX - α A = Q with the case α 0. We prove that the sequences generated by the proposed iterative schemes are monotonically increasing and bounded above. Some numerical results are also reported in the paper, which confirm the good theoretical properties of our approach
Keywords
Nonlinear Matrix Equation , Inversion , Free Iterative Algorithms , Maximal Positive Definite Solution , Convergence Analysis , Numerical Experiment
Journal title
Applied and Computational Mathematics
Journal title
Applied and Computational Mathematics
Record number
2544216
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