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
Hauptverfasser: Hasanov, Vejdi I., Ali, Aynur A.
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.
ISSN:0101-8205
1807-0302
DOI:10.1007/s40314-015-0215-6