DocumentCode :
3060606
Title :
A New Algorithm for Solving the Equation X + A*X-1A = I
Author :
Li, Min ; Yang, Yueting ; Li, Qingchun
Author_Institution :
Dept. of Math., Beihua Univ., Jilin, China
fYear :
2012
fDate :
23-26 June 2012
Firstpage :
41
Lastpage :
44
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.
Keywords :
iterative methods; matrix algebra; basic fixed point iteration method; inversion free variant; matrix equation; maximal positive definite solution; Iterative methods; Linear algebra; Mathematical model; Riccati equations; Sufficient conditions; Inversion free variant of the basic fixed point iteration; Matrix equation; Positive definite solution;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Computational Sciences and Optimization (CSO), 2012 Fifth International Joint Conference on
Conference_Location :
Harbin
Print_ISBN :
978-1-4673-1365-0
Type :
conf
DOI :
10.1109/CSO.2012.17
Filename :
6274674
Link To Document :
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