An algorithm for computing positive definite solutions of the nonlinear matrix equationX + A*X−1A = I
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Computational Theory and Mathematics,Computer Science Applications
Link
http://www.tandfonline.com/doi/pdf/10.1080/00207160310001603316
Reference14 articles.
1. Positive solutions to X = A−BX-1 B∗
2. Necessary and sufficient conditions for the existence of a positive definite solution of the matrix equation X +A∗X-1A = Q
3. On the existence of a positive definite solution of the matrix equation X+ATX−1A= I
4. Iterative solution of two matrix equations
5. Properties of positive definite solutions of the equation X + A∗X−2A = I
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