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A New Inversion-Free Iterative Scheme to Compute Maximal and Minimal Solutions of a Nonlinear Matrix Equation
Journal article   Open access  Peer reviewed

A New Inversion-Free Iterative Scheme to Compute Maximal and Minimal Solutions of a Nonlinear Matrix Equation

Malik Zaka Ullah and Malik Zaka Ullah
Mathematics (Basel), Vol.9(23), p.2994
01/12/2021

Abstract

Mathematics Physical Sciences Science & Technology
The goal of this article is to investigate a new solver in the form of an iterative method to solve X+A*X(-1)A=I as an important nonlinear matrix equation (NME), where A,X,I are appropriate matrices. The minimal and maximal solutions of this NME are discussed as Hermitian positive definite (HPD) matrices. The convergence of the scheme is given. Several numerical tests are also provided to support the theoretical discussions.
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https://doi.org/10.3390/math9232994View
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