Efficient computation of the extreme solutions of $X+A^*X^{-1}A=Q$ and $X-A^*X^{-1}A=Q$ (Q4529712)
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scientific article; zbMATH DE number 1738031
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient computation of the extreme solutions of $X+A^*X^{-1}A=Q$ and $X-A^*X^{-1}A=Q$ |
scientific article; zbMATH DE number 1738031 |
Statements
Efficient computation of the extreme solutions of $X+A^*X^{-1}A=Q$ and $X-A^*X^{-1}A=Q$ (English)
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6 May 2002
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matrix equation
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cyclic reduction
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block Toeplitz matrix
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numerical results
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Newton's method
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