J4 ›› 2010, Vol. 48 ›› Issue (1): 26-32.

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Positive Definite Solutions of the Matrix EquationX-A*XA-B*XB=I

DU Zhongfu   

  1. College of Mathematics, Beihua University, Jilin 132013, Jilin Province, China
  • Received:2009-02-23 Online:2010-01-26 Published:2010-01-27
  • Contact: DU Zhongfu E-mail:zhongfudu@126.com.

Abstract:

The positive definite solutions of the matrix equation X-A*XA-B*XB=Iα,β∈(0,1] were investigated. Necessary and sufficient conditions for   the existence of positive definite solutions were derived, which generalize the existing related results. Anecessary condition for the existence of the equation to have only a solution and the iterative formula for this solution were obtained. Finally, we got an inverse iterative method for solving the equation.

Key words: matrix equation, positive definite solution, iterative method

CLC Number: 

  • O151.2