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On the nonlinear matrix equation
Authors:Xuefeng Duan   Anping Liao  Bin Tang  
Affiliation:aCollege of Mathematics and Econometrics, Hunan University, Changsha 410082, PR China
Abstract:Based on fixed point theorems for monotone and mixed monotone operators in a normal cone, we prove that the nonlinear matrix equation View the MathML source 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.
Keywords:Nonlinear matrix equation   Positive definite solution   Iterative method
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