Speaker: Jie Meng

Affiliation: Pusan National University

Time: Thursday, 22 November 2018, h. 10:00

Place: Sala Seminari, Dipartimento di Matematica, Università di Pisa

Title: On the positive definite solution of the nonlinear matrix equation X^p=A+M^T(X#B)M

The nonlinear matrix equation X^p = A + M^T (X # B)M is considered, where p ≥ 1 is 

a positive integer, M is an n × n nonsingular matrix, A is a positive semidefinite 

matrix and B is a positive definite matrix. We call C # D the geometric mean of 

positive definite matrices C and D. 

Some properties of the positive definite solution of the nonlinear matrix equation is investigated, including the existence and uniqueness of the solution, a lower and an upper bound. Iteration method for finding the numerical solution is proposed. Perturbation bounds with respect to small perturbations on the coefficient matrices are obtained.

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Leonardo Robol