On the Matrix Equation X = Q - S*X†S

Author: Ivanov Ivan Ganchev  

Publisher: Taylor & Francis Ltd

ISSN: 0163-0563

Source: Numerical Functional Analysis and Optimization, Vol.28, Iss.3-4, 2007-03, pp. : 353-365

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Abstract

The positive semidefinite solutions of the nonlinear matrix equation X + S* X†S = Q are investigated. We consider an iterative method converges to a positive semidefinite solution of this equation under the condition Ker X ⊆ Ker S*. The new results are illustrated by numerical examples.