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: | Na Huang, Changfeng Ma |
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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 |
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