POSITIVE SOLUTIONS TO X = A-BX-1B-STAR

被引:109
作者
ANDERSON, WN
MORLEY, TD
TRAPP, GE
机构
[1] GEORGIA INST TECHNOL,SCH MATH,ATLANTA,GA 30332
[2] W VIRGINIA UNIV,DEPT MATH,MORGANTOWN,WV 26506
[3] W VIRGINIA UNIV,DEPT STAT & COMP SCI,MORGANTOWN,WV 26506
关键词
D O I
10.1016/0024-3795(90)90005-W
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We study the positive (semidefinite) solutions to the matrix equation X = A- BX-1B* under the assumption that A≥0. We show that a positive solution exists if and only if a certain block tridiagonal operator is positive, in which case the solution is given by the shorted operator (or generalized Schur complement) of that operator. © 1990.
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页码:53 / 62
页数:10
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