On The Hermitian Positive Definite Solutions Of Nonlinear Matrix Equation X-S + Sigma(M)(I=1)A(I)*X(-Ti)A(I) = Q

APPLIED MATHEMATICS AND COMPUTATION(2014)

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Abstract
In this paper, the Hermitian positive definite solutions of nonlinear matrix equation X-s +Sigma(m)(i) (1)A(i)(*)X(-ti)A(i) = Q are considered, where Q is a Hermitian positive definite matrix, A(i) are nonsingular complex matrices, s, m are positive numbers, and 0 < t(i) <= 1, i = 1, ... , m. Necessary and sufficient conditions for the existence of Hermitian positive definite solutions are derived. A sufficient condition for the existence of a unique Hermitian positive definite solution is given. In addition, some necessary conditions and sufficient conditions for the existence of Hermitian positive definite solutions are presented. Finally, an iterative method is proposed to compute the maximal Hermitian positive definite solution, and some numerical examples are given to show the efficiency of the proposed iterative method. (C) 2014 Published by Elsevier Inc.
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Key words
Nonlinear matrix equations, Hermitian positive definite solutions, Iterative method, Maximal solution, Error estimation
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