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

Aynur Ali, Vejdi Hasanov

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


Matrix equation; Positive definite solution; Iterative methods

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References


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