Acta Scientiarum Naturalium Universitatis Pekinensis

Previous Articles     Next Articles

Necessary and Sufficient Conditions for the Existence of a Positive Definite Solution of the Matrix Equation X + A * X-2 A = I

CHENG Mingsong   

  1. School of Mathematical Sciences, Peking University, Beijing, 100871, E-mail: mscheng@dlut.edu.cn
  • Received:2003-12-17 Online:2005-01-20 Published:2005-01-20

矩阵方程X + A * X-2 A = I有对称正定解的充分必要条件

程明松   

  1. 北京大学数学科学学院,北京,100871

Abstract: The matrix equation X + A * X-2 A = I is studied. Some necessary and sufficient conditions for the existence of a positive definite solution of this equation are derived. Based on them, some properties of the coefficient matrix A are presented when the matrix equation has a positive definite solution.

Key words: nonlinear matrix equation, positive definite solution, necessary and sufficient condition

摘要: 给出了矩阵方程X + A * X-2 A = I有对称正定解的两个充分必要条件,它们在算法设计和理论分析上可能有一定的用途。根据这两个定理,当矩阵方程有对称正定解时,给出了系数矩阵A必须满足的条件,这些条件大部分都是很容易验证的。

关键词: 非线性矩阵方程, 对称正定解, 充分必要条件

CLC Number: