Iterative solution of two matrix equations
Iterative solution of two matrix equations
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DOI：
10.1090/s0025-5718-99-01122-9
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发表时间：
1999-10
期刊：
影响因子：
--
通讯作者：
Chun-Hua Guo;Peter Lancaster
中科院分区：
文献类型：
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作者：
Chun-Hua Guo;Peter Lancaster
We study iterative methods for finding the maximal Hermitian positive definite solutions of the matrix equations X + A * X -1 A = Q and X - A * X -1 A = Q, where Q is Hermitian positive definite. General convergence results are given for the basic fixed point iteration for both equations. Newton's method and inversion free variants of the basic fixed point iteration are discussed in some detail for the first equation. Numerical results are reported to illustrate the convergence behaviour of various algorithms.
