Results 211 to 220 of about 43,930 (262)

On the existence of a positive definite solution of the matrix equation

International Journal of Computer Mathematics, 2001
In this paper, an efficient and numerically stable algorithm for computing the positive definite solution of the nonlinear equation is proposed. Some properties of the solution are discussed as well as the sufficient conditions for the existence are obtained.
Mohamed Ramadan, Salah M El-Sayed
exaly   +2 more sources

Computing the Extremal Positive Definite Solutions of a Matrix Equation

SIAM Journal of Scientific Computing, 1996
An implementation of a well-known algorithm is proposed for finding extremal positive definite solutions of the matrix equation \(X+A^*X^{-1}A=I\). The convergence rate is analyzed. Then a new algorithm is presented. This algorithm avoids matrix inversions.
exaly   +2 more sources

Multisplitting of a Symmetric Positive Definite Matrix

SIAM Journal on Matrix Analysis and Applications, 1990
The author considers parallel iterative methods for systems of linear equations \(Au=d\), \(A=A^*>0\). If \(A=B_ k-C_ k\), \(k=1,...,K\) are given splittings of the matrix A then the iterative methods can be written in the form \(u^{n+1}=\sum_{k}D_ kB_ k^{-1}C_ ku^ n+\sum_{k}D_ kB_ k^{-1}d\) where \(D_ k\geq 0\) are diagonal matrices and \(\sum_{k}D_ k=
openaire   +2 more sources

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