The Scientific World Journal (Jan 2014)

An Inversion-Free Method for Finding Positive Definite Solution of a Rational Matrix Equation

  • Fazlollah Soleymani,
  • Mahdi Sharifi,
  • Solat Karimi Vanani,
  • Farhad Khaksar Haghani,
  • Adem Kılıçman

DOI
https://doi.org/10.1155/2014/560931
Journal volume & issue
Vol. 2014

Abstract

Read online

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