FEJÉR - RIESZ FACTORIZATION DRAFT AS OF December 5 , 2014
نویسنده
چکیده
The nonlinear matrix equation X+A∗X−1A = Q can be cast as a linear Sylvester equation subject to unitary constraint. The Sylvester equation can be obtained by means of hermitian eigenvalue computation. The unitary constraint can be satisfied by means of either a straightforward alternating projection method or by a coordinate-free Newton iteration. The idea proposed in this paper originates from the operator-valued Fejér-Riesz theorem on an abstract factorization of some rational matrix-valued function over the unit disk. The work now makes the factorization realizable by numerical computation.
منابع مشابه
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