A fast reliable algorithm for solving the matriz equation z-A*XA=C

摘要：

In this paper, a fast reliable algorithm is proposed for computing the positive definite solution of the matrix equation X-A* XA=C based on the nice properties of doubling transformation. The convergence theorem shows that the iterative sequences generated by new algorithm are monotonically increasing and quadratically convergent to the positive definite solution of that matrix equation.

关键词： Matriz equation Positive definite solution Algorithm

作者: Xuefeng Duan Anping Liao Zhenyun Peng

作者单位: College of Mathematic and Computional Science, Guilin University of Electronic Techology,Guilin 5410 College of Mathematic and Econometrics, Hunan University, Changsha 410082, P.R.China

会议类型: 国际会议

会议名称: The Third International Workshop on Applied Matriz Theory(第三届国际矩阵分析与应用会议)

会议地点: 杭州

会议语种:英文

页码: 383-386

在线出版日期: 2009-07-09（万方平台首次上网日期，不代表论文的发表时间）