2020•Mathematical and Software Engineering (Shumen University)Open access

An Iterative Method for Solving the Matrix Equation X-A^{}XA-B^{}X^{-1}B=I

Aynur A. Ali, Vejdi I. Hasanov

Abstract

In this paper we study iterative computing a positive definite solution of the matrix equation X-A^{*}XA-B^{*}X^{-1}B=I. We propose an iterative method for finding a positive definite solution of the considered equation. The theoretical results are illustrated by numerical examples

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Key concepts: Positive-definite matrix, Iterative method, Mathematics, Matrix (chemical analysis), Applied mathematics, Mathematical analysis, Algorithm, Physics