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On an iterative algorithm converging to the solution of XCX = D
Journal article   Peer reviewed

On an iterative algorithm converging to the solution of XCX = D

Nawal Al-Harbi and Mustapha Raissouli
Afrika mathematica, Vol.31(5-6), pp.997-1007
01/09/2020

Abstract

Mathematics Physical Sciences Science & Technology
Based on a modified Newton method in the Banach algebra of square matrices, we construct here a simple iterative algorithm that converges to the unique positive solution of the algebraic Riccati equation XCX=D. Numerical examples illustrating the theoretical study and showing the speed of convergence of our approach are discussed as well. At the end, we put some open questions as purposes for future research.

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