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1. Convergence analysis of some iterative methods for a nonlinear matrix equation.

Author

Hasanov, Vejdi I. and Hakkaev, Sevdzhan A.

Subjects
*STOCHASTIC convergence, *ITERATIVE methods (Mathematics), *NONLINEAR equations, *HERMITIAN operators, *FIXED point theory, *NEWTON-Raphson method
Abstract

We study iterative methods for finding the largest Hermitian positive definite solution of the matrix equation X + ∑ i = 1 m A i ∗ X − 1 A i = Q . Convergence rates of the basic fixed point iteration, inversion free variants of the basic fixed point iteration, and Stein iteration are considered. Some numerical examples are presented to illustrate the convergence behaviour of the various algorithms. [ABSTRACT FROM AUTHOR]

Published
2016
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