Iterative algorithm for solving a system of nonlinear matrix equations. (English) Zbl 1268.65058

Al-Dubiban, Asmaa M.

J. Appl. Math. 2012, Article ID 461407, 15 p. (2012).

Summary: We discuss the positive definite solutions for the system of nonlinear matrix equations \(X - A^\ast Y^{-n} A = I\) and \(Y - B^\ast X^{\-m} B = I\), where \(n, m\) are two positive integers. Some properties of solutions are studied, and the necessary and sufficient conditions for the existence of positive definite solutions are given. An iterative algorithm for obtaining positive definite solutions of the system is proposed. Moreover, the error estimations are found. Finally, some numerical examples are given to show the efficiency of the proposed iterative algorithm.

MSC:

65F30	Other matrix algorithms (MSC2010)
65F10	Iterative numerical methods for linear systems
15A24	Matrix equations and identities
65H10	Numerical computation of solutions to systems of equations

Keywords:

positive definite solutions; system of nonlinear matrix equations; iterative algorithm; error estimation; numerical example

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