The Inversion-Free Iterative Methods for Solving the Nonlinear Matrix Equation X+AHX-1A+BHX-1B=I
We present two inversion-free iterative methods for computing the maximal positive definite solution of the equation X+AHX-1A+BHX-1B=I. We prove that the sequences generated by the two iterative schemes are monotonically increasing and bounded above. We also present some numerical results to compare...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2013-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2013/843785 |