Operator-valued Semicircular Elements: Solving A Quadratic Matrix Equation with Positivity Constraints
نویسنده
چکیده
We show that the quadratic matrix equation VW + η(W )W = I, for given V with positive real part and given analytic mapping η with some positivity preserving properties, has exactly one solution W with positive real part. Also we provide and compare numerical algorithms based on the iteration underlying our proofs. This work bears on operator-valued free probability theory, in particular on the determination of the asymptotic eigenvalue distribution of band or block random matrices.
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