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Journal of Shanghai University >

2012 , Vol. 18 >Issue 1: 26 - 29

DOI: https://doi.org/10.3969/j.issn.1007-2861.2012.01.005

Mathematics.Physics and Chemistry

Positive Definite Solution for a Class of Generalized Stein Equation

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  • 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 date: 2010-09-03

  Online 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

Cite this article

DUAN Xue-feng1,2,WANG Qing-wen2,CHANG Hai-xia3 . Positive Definite Solution for a Class of Generalized Stein Equation[J]. Journal of Shanghai University, 2012 , 18(1) : 26 -29 . DOI: 10.3969/j.issn.1007-2861.2012.01.005

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