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An Inversion-Free Method for Finding Positive Definite Solution of a Rational Matrix Equation

This paper is available in a repository.
This paper is available in a repository.

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Abstract

A new iterative scheme has been constructed for finding minimal solution of a rational matrix equation of the form X + A*X (-1) A = I. The new method is inversion-free per computing step. The convergence of the method has been studied and tested via numerical experiments.