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Existence of positive solutions for generalized Lyapunov equations via a coupled fixed point theorem

Numerical Analysis 2015-08-31 v1

Abstract

We consider the generalized continuous-time Lyapunov equation: AXB+BXA=Q, A^*XB + B^*XA =-Q, where QQ is an N×NN\times N Hermitian positive definite matrix and A,BA,B are arbitrary N×NN\times N matrices. Under some conditions, using the coupled fixed point theorem of Bhaskar and Lakshmikantham, we establish the existence and uniqueness of Hermitian positive definite solution for such equation. Moreover, we provide an iteration method to find convergent sequences which converge to the solution if one exists.

Keywords

Cite

@article{arxiv.1203.1821,
  title  = {Existence of positive solutions for generalized Lyapunov equations via a coupled fixed point theorem},
  author = {Maher Berzig and Bessem Samet},
  journal= {arXiv preprint arXiv:1203.1821},
  year   = {2015}
}

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8 pages