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Journal of Shanghai University（Natural Science Edition） ›› 2012, Vol. 18 ›› Issue (1): 26-29.doi: 10.3969/j.issn.1007-2861.2012.01.005

• Mathematics.Physics and Chemistry • Previous Articles     Next Articles

Positive Definite Solution for a Class of Generalized Stein Equation

DUAN Xue-feng1,2,WANG Qing-wen2,CHANG Hai-xia3   

  1. 1. College of Mathematics and Computational Science, Guilin University of Electronic Technology, Guilin 541004, Guangxi, China;2. College of Sciences, Shanghai University, Shanghai 200444, China;3. Department of Applied Mathematics, Shanghai Finance University, Shanghai 201209, China
  • Received:2010-09-03 Online:2012-02-29 Published:2012-02-29

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Abstract: Based on the elegant properties of the Thompson metric, we give a sufficient condition for the existence of positive definite solution for a class of generalized Stein equation. An iterative method is proposed to compute the positive definite solution, and its error estimate formula is also derived. Numerical examples show that this iterative method is feasible.

Key words: error estimate, generalized Stein equation, iterative method, positive definite solution

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