### An Iterative Method for Solving the Matrix Equation X-A^{*}XA-B^{*}X^{-1}B=I

#### Abstract

In this paper we study iterative computing a positive definite solution of the matrix

equation X-A^{*}XA-B^{*}X^{-1}B=I. We propose an iterative method for finding

a positive definite solution of the considered equation. The theoretical results are

illustrated by numerical examples

#### Keywords

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PDF#### References

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