Convergence rate of an iterative method for a nonlinear matrix equation

Authors
Guo, CH
Citation
Ch. Guo, Convergence rate of an iterative method for a nonlinear matrix equation, SIAM J MATR, 23(1), 2001, pp. 295-302
Citations number
17
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
ISSN journal
08954798 → ACNP
Volume
23
Issue
1
Year of publication
2001
Pages
295 - 302
Database
ISI
SICI code
0895-4798(20010418)23:1<295:CROAIM>2.0.ZU;2-G
Abstract
We prove a convergence result for an iterative method, proposed recently by Meini, for finding the maximal Hermitian positive definite solution of the matrix equation X + A* X-1 A = Q, where Q is Hermitian positive definite.