Existence and Uniqueness of the Positive Definite Solution for the Matrix EquationX=Q+A∗(X^−C)−1A
Keyword(s):
We consider the nonlinear matrix equationX=Q+A∗(X^−C)−1A, whereQis positive definite,Cis positive semidefinite, andX^is the block diagonal matrix defined byX^=diag(X,X,…,X). We prove that the equation has a unique positive definite solution via variable replacement and fixed point theorem. The basic fixed point iteration for the equation is given.
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