On the Hermitian positive definite solution and Newton's method for a nonlinear matrix equation

On the Hermitian positive definite solution and Newton's method for a nonlinear matrix equation
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非线性矩阵方程的埃尔米特正定解和牛顿法

DOI:
10.1080/03081087.2019.1659222
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发表时间:
2019-08
影响因子:
1.1
通讯作者:
Li Shifeng
Li Shifeng
中科院分区:
数学3区
文献类型:
--
作者:
Zhang Juan;Li Shifeng

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摘要本文给出了一类非线性矩阵方程的厄米特正定解存在的充分必要条件。然后,给出了唯一厄密正定解存在的充分条件。在此基础上,提出用牛顿法求解具有一定约束条件的非线性矩阵方程。此外,还证明了牛顿方法的收敛性。最后,通过数值算例说明了所得结果的有效性。
ABSTRACT In this paper, necessary and sufficient conditions for the existence of the Hermitian positive definite solution for a nonlinear matrix equation are derived. Then, a sufficient condition for the existence of the unique Hermitian positive definite solution is presented. Further, we propose to use Newton's method to solve this nonlinear matrix equation with some constraints. In addition, we prove the convergence of Newton's method. Finally, we present some numerical examples to illustrate the effectiveness of the derived results.
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