• Journal of applied mathematics & informatics
• /
• v.14 no.1_2
• /
• pp.51-67
• /
• 2004

A matrix pair $(X_0,\;Y_0)$ is called a Hermitian nonnegative-definite(respectively, positive-definite) solution to the matrix equation $GXG^*\;+\;HYH^*\;=\;C$ with unknown X and Y if $X_{0}$ and $Y_{0}$ are Hermitian nonnegative-definite (respectively, positive-definite) and satisfy $GX_0G^*\;+\;HY_0H^*\;=\;C$. Necessary and sufficient conditions for the existence of at least a Hermitian nonnegative-definite (respectively, positive-definite) solution to the matrix equation are investigated. A representation of the general Hermitian nonnegative-definite (respectively positive-definite) solution to the equation is also obtained when it has such solutions. Two presented examples show these advantages of the proposed approach.

• Bulletin of the Korean Mathematical Society
• /
• v.40 no.4
• /
• pp.603-611
• /
• 2003

In this paper we extend the definition of K-positive definite operators from linear to Frechet differentiable operators. Under this setting, we derive from the inverse function theorem a local existence and approximation results corresponding to those of Theorems land 2 of the authors [8], in an arbitrary real Banach space. Furthermore, an asymptotically K-positive definite operator is introduced and a simplified iteration sequence which converges to the unique solution of an asymptotically K-positive definite operator equation is constructed.

• Bulletin of the Korean Mathematical Society
• /
• v.55 no.2
• /
• pp.431-448
• /
• 2018

This paper is concerned with the positive definite solutions of the nonlinear matrix equation $X-A^*{\bar{X}}^{-1}A=Q$, where A, Q are given complex matrices with Q positive definite. We show that such a matrix equation always has a unique positive definite solution and if A is nonsingular, it also has a unique negative definite solution. Moreover, based on Sherman-Morrison-Woodbury formula, we derive elegant relationships between solutions of $X-A^*{\bar{X}}^{-1}A=I$ and the well-studied standard nonlinear matrix equation $Y+B^*Y^{-1}B=Q$, where B, Q are uniquely determined by A. Then several effective numerical algorithms for the unique positive definite solution of $X-A^*{\bar{X}}^{-1}A=Q$ with linear or quadratic convergence rate such as inverse-free fixed-point iteration, structure-preserving doubling algorithm, Newton algorithm are proposed. Numerical examples are presented to illustrate the effectiveness of all the theoretical results and the behavior of the considered algorithms.

• Bulletin of the Korean Mathematical Society
• /
• v.51 no.3
• /
• pp.739-763
• /
• 2014

In this paper, the nonlinear matrix equation $$X+\sum_{i=1}^{m}A_i^*X^{-q}A_i=Q(0<q{\leq}1)$$ is investigated. Some necessary conditions and sufficient conditions for the existence of positive definite solutions for the matrix equation are derived. Two iterative methods for the maximal positive definite solution are proposed. A perturbation estimate and an explicit expression for the condition number of the maximal positive definite solution are obtained. The theoretical results are illustrated by numerical examples.

• Journal of the Korean Mathematical Society
• /
• v.54 no.6
• /
• pp.1667-1682
• /
• 2017

In this paper, the Hermitian positive definite solutions of the matrix equation $X^s+A^*X-^tA=Q$, where Q is an $n{\times}n$ Hermitian positive definite matrix, A is an $n{\times}n$ nonsingular complex matrix and $s,t{\in}[1,{\infty})$ are discussed. We find a matrix interval which contains all the Hermitian positive definite solutions of this equation. Also, a necessary and sufficient condition for the existence of these solutions is presented. Iterative methods for obtaining the maximal and minimal Hermitian positive definite solutions are proposed. The theoretical results are illustrated by numerical examples.

• Journal of applied mathematics & informatics
• /
• v.30 no.3_4
• /
• pp.655-663
• /
• 2012

Based on the elegant properties of the spectral norm and Thompson metric, we firstly give two perturbation estimates for the positive definite solution of the nonlinear matrix equation $$X-\sum^m_{i=1}A^{\ast}_iX^{\delta_i}A_i=Q(0<|{\delta}_i|<1)$$ which arises in an optimal interpolation problem.

• Journal of the Korean Mathematical Society
• /
• v.55 no.2
• /
• pp.327-342
• /
• 2018

In this paper, a homotopy continuation method for obtaining the unique Hermitian positive definite solution of the nonlinear matrix equation $X-{\sum_{i=1}^{m}}A^{\ast}_iX^{-p_i}A_i=I$ with $p_i$ > 1 is proposed, which does not depend on a good initial approximation to the solution of matrix equation.

• 제어로봇시스템학회:학술대회논문집
• /
• 1994.10a
• /
• pp.364-368
• /
• 1994

Algebraic matrix Riccati equations of the form, FP+PF$^{T}$ -PRP+Q=0. are analyzed with reference to the stability of closed-loop system F-PR. Here F, R and Q are n * n real matrices with R=R$^{T}$ and Q=Q$^{T}$ .geq.0 (nonnegative-definite). Such equations have been playing key roles in optimal control and filtering problems with R .geq. 0. and also in the solutions of in H$_{\infty}$ control problems with R taking the form R=H$_{1}$$^{T}$ H$_{1}$-H$_{2}$$^{T}$ H$_{2}$. In both cases an existence of stabilizing solution, i.e. the solution yielding asymptotically stable closed-loop system, is an important problem. First, we briefly review the typical results when R is of definite form, namely either R .geq. 0 as in LQG problems or R .leq. 0. They constitute two extrence cases of Riccati to the cases H$_{2}$=0 and H$_{1}$=0. Necessary and sufficient conditions are shown for the existence of nonnegative-definite or positive-definite stabilizing solution. Secondly, we focus our attention on more general case where R is only assumed to be symmetric, which obviously includes the case for H$_{\infty}$ control problems. Here, necessary conditions are established for the existence of nonnegative-definite or positive-definite stabilizing solutions. The results are established by employing consistently the so-called algebraic method based on an eigenvalue problem of a Hamiltonian matrix.x.ix.x.

• Korean Journal of Mathematics
• /
• v.22 no.1
• /
• pp.123-131
• /
• 2014

The purpose of this paper is to study the perturbation analysis of the matrix equation $X=I-A^*X^{-1}A+B^*X^{-1}B$. Based on the matrix differentiation, we give a precise perturbation bound for the positive definite solution. A numerical example is presented to illustrate the shrpness of the perturbation bound.

• Kyungpook Mathematical Journal
• /
• v.49 no.4
• /
• pp.743-750
• /
• 2009

A class of Hermitian operators B admitting a positive semidefinite solution of the linear operator equation ${\sum}^n_{j=1}A^{n-j}XA^{j-1}=B$ for a fixed positive definite operator A is given via the Furuta inequality.