Notes on the Hermitian Positive Definite Solutions of a Matrix Equation

The nonlinear matrix equation, X-∑i=1mAi*XδiAi=Q, with -1≤δi<0 is investigated. A fixed point theorem in partially ordered sets is proved. And then, by means of this fixed point theorem, the existence of a unique Hermitian positive definite solution for the matrix equation is derived. Some proper...

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Bibliographic Details
Main Authors: Jing Li, Yuhai Zhang
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2014/128249
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Summary:The nonlinear matrix equation, X-∑i=1mAi*XδiAi=Q, with -1≤δi<0 is investigated. A fixed point theorem in partially ordered sets is proved. And then, by means of this fixed point theorem, the existence of a unique Hermitian positive definite solution for the matrix equation is derived. Some properties of the unique Hermitian positive definite solution are obtained. A residual bound of an approximate solution to the equation is evaluated. The theoretical results are illustrated by numerical examples.
ISSN:1110-757X
1687-0042