Necessary and sufficient conditions for the existence of a positive definite solution of the matrix equation X+A*X-1A=Q

J.C. Engwerda, A.C.M. Ran, A.L. Rijkeboer

Research output: Book/ReportReport

386 Downloads (Pure)
Original languageEnglish
PublisherUnknown Publisher
VolumeFEW 534
Publication statusPublished - 1992

Publication series

NameResearch memorandum / Tilburg University, Department of Economics
VolumeFEW 534

Keywords

  • Matrices
  • numerieke wiskunde

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