Numerical Methods to Solve the Complex Symmetric Stabilizing Solution of the Complex Matrix Equation $X+A^TX^{−1}A=Q$

Numerical Methods to Solve the Complex Symmetric Stabilizing Solution of the Complex Matrix Equation $X+A^TX^{−1}A=Q$

Year:    2015

Author:    Yao Yao, Xiao-Xia Guo

Journal of Mathematical Study, Vol. 48 (2015), Iss. 1 : pp. 53–65

Abstract

When the matrices $A$ and $Q$ have special structure, the structure-preserving algorithm was used to compute the stabilizing solution of the complex matrix equation $X+A^TX^{-1}A=Q.$ In this paper, we study the numerical methods to solve the complex symmetric stabilizing solution of the general matrix equation $X+A^TX^{-1}A=Q.$ We not only establish the global convergence for the methods under an assumption, but also show the feasibility and effectiveness of them by numerical experiments.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/jms.v48n1.15.04

Journal of Mathematical Study, Vol. 48 (2015), Iss. 1 : pp. 53–65

Published online:    2015-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    13

Keywords:    Complex matrix complex symmetric stabilizing solution fixed-point method structure preserving algorithm.

Author Details

Yao Yao

Xiao-Xia Guo