A Fixed Point Theorem for Monotone Maps and Its Applications to Nonlinear Matrix Equations

By using the fixed point theorem for monotone maps in a normal cone, we prove a uniqueness theorem for the positive definite solution of the matrix equation X=Q+A⁎f(X)A, where f is a monotone map on the set of positive definite matrices. Then we apply the uniqueness theorem to a special equation X=k...

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Bibliographic Details
Main Author: Dongjie Gao
Format: Article
Language:English
Published: Wiley 2015-01-01
Series:Journal of Mathematics
Online Access:http://dx.doi.org/10.1155/2015/167049
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Summary:By using the fixed point theorem for monotone maps in a normal cone, we prove a uniqueness theorem for the positive definite solution of the matrix equation X=Q+A⁎f(X)A, where f is a monotone map on the set of positive definite matrices. Then we apply the uniqueness theorem to a special equation X=kQ+A⁎(X^-C)qA and prove that the equation has a unique positive definite solution when Q^≥C and k>1 and 0<q<1. For this equation the basic fixed point iteration is discussed. Numerical examples show that the iterative method is feasible and effective.
ISSN:2314-4629
2314-4785