埃尔米特矩阵方程解.pdf

Available online at Linear Algebra and its Applications 429 (2008) 673–687 /locate/laa On the existence of Hermitian positive definite solutions of the matrix equation Xs ∗ −t + A X A = Q Xuefeng Duan a , Anping Liao a,b,∗ a College of Mathematics and Econometrics, Hunan University, Changsha 410082, PR China b Institute of Mathematics, Changsha University, Changsha 410003, PR China Received 1 June 2007; accepted 24 March 2008 Available online 15 May 2008 Submitted by R. Bhatia Abstract In this paper, the existence of Hermitian positive definite solutions of the general nonlinear matrix equation s ∗ −t X + A X A = Q is studied systematically and deeply. A new estimate of Hermitian positive definite solutions is derived. Based on a fixed point theorem, some new sufficient conditions and new necessary conditions for the existence of Hermitian positive definite solutions are obtained. In the end, a necessary and sufficient condition for the existence of a Hermitian positive definite solution is proved. © 2008 Elsevier Inc. All rights reserved. AMS classification: 65F10 Keywords: Nonlinear matrix equation; Hermitian positive definite solution; Existence; Fixed point theorem 1. Introduction We consider the existence of Hermitian positive definite (HPD) solutions of the general non- linear matrix equation s ∗ −t X + A X A = Q, (1.1) wher