论文信息 - On iterative solvers of the matrix equation X+A/sup T/X/sup -1/A=I

On iterative solvers of the matrix equation X+A/sup T/X/sup -1/A=I

Two inverse-free iterative methods for solving the matrix equation X+A/sup T/X/sup -1/A=I are given and analyzed and are compared with the straightforward iterative method and an existing inverse-free method. Both theoretical analysis and numerical examples show that the new methods proposed in the paper are more effective than existing ones. Newton's method is also analyzed for this equation. The above equation can be considered to be a special case of the general discrete-time algebraic Riccati equation.

Yangfeng Su | A. Bhaya

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