Two Structure-Preserving-Doubling Like Algorithms to Solve the Positive Definite Solution of the Equation X-A^(H)X^(-1)A=Q

摘要

In this paper,we study the nonlinear matrix equation X-A^(H)X^(-1)A=Q,where A,Q∈C^(n×n),Q is a Hermitian positive definite matrix and X∈C^(n×n)is an unknown matrix.We prove that the equation always has a unique Hermitian positive definite solution.We present two structure-preserving-doubling like algorithms to find the Hermitian positive definite solution of the equation,and the convergence theories are established.Finally,we show the effectiveness of the algorithms by numerical experiments.