DocumentCode
3310816
Title
The Hermitian positive definite solution of matrix equations X + A* X− A = I
Author
Wei, Peiyu ; Tan, Boxue ; Liu, Xueting
Author_Institution
Sch. of Electr. & Electron. Eng., Shandong Univ. of Technol., Zibo, China
fYear
2009
fDate
8-11 Aug. 2009
Firstpage
497
Lastpage
500
Abstract
In this paper, we discuss the Hermitian positive definite solutions of the nonlinear matrix equation X + A* X-1 A = I. we give some necessary and sufficient conditions for the existence of a Hermitian positive definite solution of equation(1.1). Based on them, we also present some properties of the coefficient matrix A are presented and two equivalent equation of equation(1.1) when the matrix equation has a Hermitian positive definite solution. And construct an iterative methods for obtaining the Hermitian positive definite solutions of the equation are constructed.
Keywords
Hermitian matrices; iterative methods; nonlinear equations; Hermitian positive definite solution; coefficient matrix; equivalent equation; iterative method; nonlinear matrix equation; Control theory; Dynamic programming; Filtering theory; Image processing; Iterative algorithms; Iterative methods; Matrix decomposition; Nonlinear equations; Stochastic processes; Sufficient conditions; Hermitian positive definite solutions; image processing; iterative method; matrix equation;
fLanguage
English
Publisher
ieee
Conference_Titel
Computer Science and Information Technology, 2009. ICCSIT 2009. 2nd IEEE International Conference on
Conference_Location
Beijing
Print_ISBN
978-1-4244-4519-6
Electronic_ISBN
978-1-4244-4520-2
Type
conf
DOI
10.1109/ICCSIT.2009.5234511
Filename
5234511
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