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...

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Bibliographic Details
Main Authors: Na Huang, Changfeng Ma
Format: Article
Language:English
Published: Hindawi Limited 2013-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2013/843785

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