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A novel iterative method for the solution of a nonlinear matrix equation

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Abstract This paper provides a novel inversion free variant of the fixed point iteration strategy to obtain a maximal positive definite solution for the nonlinear matrix equation X + A… Click to show full abstract

Abstract This paper provides a novel inversion free variant of the fixed point iteration strategy to obtain a maximal positive definite solution for the nonlinear matrix equation X + A ⁎ X − 1 A = Q . The conditions for the convergence of the method and for the existence of solution of this nonlinear matrix equation are derived. At the end, numerical examples are also presented to show the behavior of the proposed technique.

Keywords: matrix equation; solution nonlinear; nonlinear matrix; method

Journal Title: Applied Numerical Mathematics
Year Published: 2020

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