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

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  • Engwerda, J.C.

    (Tilburg University, School of Economics and Management)

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  • Engwerda, J.C., 1993. "On the existence of a positive definite solution of the matrix equation X = ATX-1A = I," Other publications TiSEM 9d762863-0dfe-4aeb-8a13-5, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:9d762863-0dfe-4aeb-8a13-52f174aed73a
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    Cited by:

    1. Li, Lei & Wang, Qing-Wen & Shen, Shu-Qian, 2015. "On positive definite solutions of the nonlinear matrix equations X±A*XqA=Q," Applied Mathematics and Computation, Elsevier, vol. 271(C), pages 556-566.
    2. Nashine, Hemant Kumar & Bose, Snehasish, 2019. "Solution of a class of cross-coupled nonlinear matrix equations," Applied Mathematics and Computation, Elsevier, vol. 362(C), pages 1-1.
    3. Sbrana, Giacomo & Poloni, Federico, 2013. "A closed-form estimator for the multivariate GARCH(1,1) model," Journal of Multivariate Analysis, Elsevier, vol. 120(C), pages 152-162.
    4. Asgari, Mohammad Sadegh & Mousavi, Baharak, 2015. "Solving a class of nonlinear matrix equations via the coupled fixed point theorem," Applied Mathematics and Computation, Elsevier, vol. 259(C), pages 364-373.
    5. Malik Zaka Ullah, 2021. "A New Inversion-Free Iterative Scheme to Compute Maximal and Minimal Solutions of a Nonlinear Matrix Equation," Mathematics, MDPI, vol. 9(23), pages 1-7, November.
    6. Mujahid Abbas & Maher Berzig, 2013. "Global Attractivity Results on Complete Ordered Metric Spaces for Third-Order Difference Equations," International Journal of Analysis, Hindawi, vol. 2013, pages 1-12, March.

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