Positive Definite Solutions of the Nonlinear Matrix Equation X+AHXˉ−1A=IX+A^{\mathrm{H}}\bar{X}^{-1}A=I

This paper is concerned with the positive definite solutions to the matrix equation $X+A^{\mathrm{H}}\bar{X}^{-1}A=I$ where $X$ is the unknown and $A$ is a given complex matrix. By introducing and studying a matrix operator on complex matrices, it is shown that the existence of positive definite solutions of this class of nonlinear matrix equations is equivalent to the existence of positive definite solutions of the nonlinear matrix equation $W+B^{\mathrm{T}}W^{-1}B=I$ which has been extensively studied in the literature, where $B$ is a real matrix and is uniquely determined by $A.$ It is also shown that if the considered nonlinear matrix equation has a positive definite solution, then it has the maximal and minimal solutions. Bounds of the positive definite solutions are also established in terms of matrix $A$. Finally some sufficient conditions and necessary conditions for the existence of positive definite solutions of the equations are also proposed

On the existence of a positive definite solution of the matrix equation X+AXA=I

Matrices;mathematics

On the existence of a positive definite solution of the matrix equation X = ATX-1A = I

AbstractThe question is raised under which conditions on the real (square) matrix A the matrix equation X+ATX−1A=I has a real symmetric positive definite solution X. Both necessary and sufficient solvability conditions on A are derived. Moreover, we give an algorithm to calculate the solution. For a number of special cases we also present an analytic solution

Construction of a contraction metric by meshless collocation

A contraction metric for an autonomous ordinary differential equation is a Riemannian metric such that the distance between adjacent solutions contracts over time. A contraction metric can be used to determine the basin of attraction of an equilibrium and it is robust to small perturbations of the system, including those varying the position of the equilibrium. The contraction metric is described by a matrix-valued function M(x) such that M(x) is positive definite and F(M)(x) is negative definite, where F denotes a certain first-order differential operator. In this paper, we show existence, uniqueness and continuous dependence on the right-hand side of the matrix-valued partial differential equation F(M)(x) = −C(x). We then use a construction method based on meshless collocation, developed in the companion paper [12], to approximate the solution of the matrix-valued PDE. In this paper, we justify error estimates showing that the approximate solution itself is a contraction metric. The method is applied to several examples