An inversion-free method for finding positive definite solution of a rational matrix equation

ScientificWorldJournal. 2014:2014:560931. doi: 10.1155/2014/560931. Epub 2014 Aug 19.

Abstract

A new iterative scheme has been constructed for finding minimal solution of a rational matrix equation of the form X + A*X (-1) A = I. The new method is inversion-free per computing step. The convergence of the method has been studied and tested via numerical experiments.

Publication types

  • Research Support, Non-U.S. Gov't

MeSH terms

  • Algorithms*
  • Models, Theoretical*