Iterative solution of two matrix equations

Citation
Ch. Guo et P. Lancaster, Iterative solution of two matrix equations, MATH COMPUT, 68(228), 1999, pp. 1589-1603
Citations number
17
Categorie Soggetti
Mathematics
Journal title
MATHEMATICS OF COMPUTATION
ISSN journal
00255718 → ACNP
Volume
68
Issue
228
Year of publication
1999
Pages
1589 - 1603
Database
ISI
SICI code
0025-5718(199910)68:228<1589:ISOTME>2.0.ZU;2-E
Abstract
We study iterative methods for finding the maximal Hermitian positive defin ite 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 giv en for the basic fixed point iteration for both equations. Newton's method and inversion free variants of the basic fixed point iteration are discusse d in some detail for the first equation. Numerical results are reported to illustrate the convergence behaviour of various algorithms.