On the nonlinear matrix equation |
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Authors: | Xuefeng Duan Anping Liao Bin Tang |
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Affiliation: | aCollege of Mathematics and Econometrics, Hunan University, Changsha 410082, PR China |
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Abstract: | Based on fixed point theorems for monotone and mixed monotone operators in a normal cone, we prove that the nonlinear matrix equation always has a unique positive definite solution. A conjecture which is proposed in [X.G. Liu, H. Gao, On the positive definite solutions of the matrix equation Xs±ATX-tA=In, Linear Algebra Appl. 368 (2003) 83–97] is solved. Multi-step stationary iterative method is proposed to compute the unique positive definite solution. Numerical examples show that this iterative method is feasible and effective. |
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Keywords: | Nonlinear matrix equation Positive definite solution Iterative method |
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