Convergence rate of an iterative method for a nonlinear matrix equation

被引：27

作者：

Guo, CH ^{[1
]}

机构：

[1] Univ Regina, Dept Math & Stat, Regina, SK S4S 0A2, Canada

来源：

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 2001年 / 23卷 / 01期

关键词：

matrix equation; maximal Hermitian solution; cyclic reduction; iterative methods; convergence rate;

D O I：

10.1137/S0895479800374017

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We prove a convergence result for an iterative method, proposed recently by Meini, for finding the maximal Hermitian positive definite solution of the matrix equation X + A* X-1 A = Q, where Q is Hermitian positive definite.

引用

页码：295 / 302

页数：8

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