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-1A=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: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2014-01-01
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| Series: | The Scientific World Journal |
| Online Access: | http://dx.doi.org/10.1155/2014/560931 |