An inversion-free method for finding positive definite solution of a rational matrix equation
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.
| Main Authors: | , , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Hindawi Publishing Corporation
2014
|
| Online Access: | http://psasir.upm.edu.my/id/eprint/36422/ http://psasir.upm.edu.my/id/eprint/36422/1/An%20inversion.pdf |