scholarly journals Perturbation analysis of the Hermitian positive definite solution of the matrix equation X−A*X−2A=I

2005 ◽  
Vol 394 ◽  
pp. 39-51 ◽  
Author(s):  
Mingsong Cheng ◽  
Shufang Xu
Keyword(s):  
Perturbation Analysis ◽  
Matrix Equation ◽  
Positive Definite ◽  
Positive Definite Solution ◽  
Hermitian Positive Definite Solution ◽  
The Matrix ◽  
Definite Solution

scholarly journals Notes on the Hermitian Positive Definite Solutions of a Matrix Equation

2014 ◽  
Vol 2014 ◽  
pp. 1-8 ◽  
Author(s):  
Jing Li ◽  
Yuhai Zhang
Keyword(s):  
Fixed Point ◽  
Fixed Point Theorem ◽  
Point Theorem ◽  
Matrix Equation ◽  
Positive Definite ◽  
Nonlinear Matrix Equation ◽  
Positive Definite Solution ◽  
Hermitian Positive Definite Solution ◽  
The Matrix ◽  
Definite Solution

The nonlinear matrix equation,X-∑i=1mAi*XδiAi=Q,with-1≤δi<0is investigated. A fixed point theorem in partially ordered sets is proved. And then, by means of this fixed point theorem, the existence of a unique Hermitian positive definite solution for the matrix equation is derived. Some properties of the unique Hermitian positive definite solution are obtained. A residual bound of an approximate solution to the equation is evaluated. The theoretical results are illustrated by numerical examples.

scholarly journals Hermitian Positive Definite Solution of the Matrix Equation X=Q+∑i=1mAi(B+X-1)-1Ai*

2014 ◽  
Vol 2014 ◽  
pp. 1-8 ◽  
Author(s):  
Chun-Mei Li ◽  
Jing-Jing Peng
Keyword(s):  
Matrix Equation ◽  
Necessary Conditions ◽  
Sufficient Conditions ◽  
Positive Definite ◽  
Nonlinear Matrix Equation ◽  
Positive Definite Solution ◽  
Hermitian Positive Definite Solution ◽  
The Matrix ◽  
Nonlinear Matrix ◽  
Definite Solution

We consider the Hermitian positive definite solution of the nonlinear matrix equation X=Q+∑i=1mAi(B+X-1)-1Ai*. Some new sufficient conditions and necessary conditions for the existence of Hermitian positive definite solutions are derived. An iterative method is proposed to compute the Hermitian positive definite solution. In the end, an example is used to illustrate the correctness and application of our results.

scholarly journals Perturbation Analysis for the Matrix EquationX−∑i=1mAi∗XAi+∑j=1nBj∗XBj=I

2012 ◽  
Vol 2012 ◽  
pp. 1-13 ◽  
Author(s):  
Xue-Feng Duan ◽  
Qing-Wen Wang
Keyword(s):  
Perturbation Analysis ◽  
Matrix Equation ◽  
Positive Definite ◽  
Perturbation Bound ◽  
Numerical Example ◽  
Positive Definite Solution ◽  
The Matrix ◽  
Definite Solution

We consider the perturbation analysis of the matrix equationX−∑i=1mAi∗XAi+∑j=1nBj∗XBj=I. Based on the matrix differentiation, we first give a precise perturbation bound for the positive definite solution. A numerical example is presented to illustrate the sharpness of the perturbation bound.

scholarly journals Necessary and Sufficient Conditions for the Existence of a Hermitian Positive Definite Solution of a Type of Nonlinear Matrix Equations

2009 ◽  
Vol 2009 ◽  
pp. 1-13 ◽  
Author(s):  
Wenling Zhao ◽  
Hongkui Li ◽  
Xueting Liu ◽  
Fuyi Xu
Keyword(s):  
Matrix Equation ◽  
Sufficient Conditions ◽  
Positive Definite ◽  
Necessary And Sufficient Conditions ◽  
Nonsingular Matrix ◽  
Positive Definite Solution ◽  
Hermitian Positive Definite Solution ◽  
Nonlinear Matrix ◽  
Necessary And Sufficient ◽  
Definite Solution

We study the Hermitian positive definite solutions of the nonlinear matrix equationX+A∗X−2A=I, whereAis ann×nnonsingular matrix. Some necessary and sufficient conditions for the existence of a Hermitian positive definite solution of this equation are given. However, based on the necessary and sufficient conditions, some properties and the equivalent equations ofX+A∗X−2A=Iare presented while the matrix equation has a Hermitian positive definite solution.

scholarly journals Necessary and Sufficient Conditions for the Existence of a Positive Definite Solution for the Matrix Equation

2013 ◽  
Vol 2013 ◽  
pp. 1-7 ◽  
Author(s):  
Naglaa M. El-Shazly
Keyword(s):  
Matrix Equation ◽  
Sufficient Conditions ◽  
Positive Definite ◽  
Necessary And Sufficient Conditions ◽  
Identity Matrix ◽  
Positive Definite Solution ◽  
The Matrix ◽  
Necessary And Sufficient ◽  
Real Matrices ◽  
Definite Solution

In this paper necessary and sufficient conditions for the matrix equation to have a positive definite solution are derived, where , is an identity matrix, are nonsingular real matrices, and is an odd positive integer. These conditions are used to propose some properties on the matrices , . Moreover, relations between the solution and the matrices are derived.

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