The Scientific World Journal / 2014 / Article / Alg 1

Research Article

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

Algorithm 1

A hybrid method for computing the minimal HPD solution of (1).
(1) Choose
(2) for , use (18)
(3) end for
(4) set
(5) for until convergence , use (6)
(6) end for