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Positive definite solutions of the nonlinear matrix equation X + A H-1A = i

  • Bin Zhou*
  • , Guang Bin Cai
  • , James Lam
  • *Corresponding author for this work
  • Xi'an Research Institute of High Technology
  • The University of Hong Kong

Research output: Contribution to journalArticlepeer-review

Abstract

This paper is concerned with the positive definite solutions to the nonlinear matrix equation X+AH-1A=I where X is the unknown and A is a given complex matrix. By introducing and studying a matrix operator on complex matrices, it is shown that the existence of positive definite solutions of this class of nonlinear matrix equations is equivalent to the existence of positive definite solutions of the nonlinear matrix equation W+BTW-1B=I which has been extensively studied in the literature, where B is a real matrix and is uniquely determined by A. It is also shown that if the considered nonlinear matrix equation has a positive definite solution, then it has the maximal and minimal solutions. Bounds of the positive definite solutions are also established in terms of matrix A. Finally some sufficient conditions and necessary conditions for the existence of positive definite solutions of the equations are also proposed.

Original languageEnglish
Pages (from-to)7377-7391
Number of pages15
JournalApplied Mathematics and Computation
Volume219
Issue number14
DOIs
StatePublished - 2013

Keywords

  • Bound of solutions
  • Complex matrix
  • Nonlinear matrix equation
  • Positive definite solutions

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