On convergence of three iterative methods for solving of the matrix equation X+A∗X-1A+B∗X-1B=Q
In this paper, we give new convergence results for the basic fixed point iteration and its two inversion-free variants for finding the maximal positive definite solution of the matrix equation X + A ∗ X - 1 A + B ∗ X - 1 B = Q , proposed by Long et al. (Bull Braz Math Soc 39:371–386, 2008 ) and Vaez...
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Veröffentlicht in: | Computational and Applied Mathematics 2017, Vol.36 (1), p.79-87 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | In this paper, we give new convergence results for the basic fixed point iteration and its two inversion-free variants for finding the maximal positive definite solution of the matrix equation
X
+
A
∗
X
-
1
A
+
B
∗
X
-
1
B
=
Q
, proposed by Long et al. (Bull Braz Math Soc 39:371–386,
2008
) and Vaezzadeh et al. (Adv Differ Equ
2013
). The new results are illustrated by numerical examples. |
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ISSN: | 0101-8205 1807-0302 |
DOI: | 10.1007/s40314-015-0215-6 |