ON INEXACT NEWTON METHODS FOR SOLVING TWO NONLINEAR MATRIX EQUATIONS

In this paper we consider inexact Newton methods for finding the largest positive definite solutions of two nonlinear matrix equations X+ A∗X−1A = Q and X − A∗X−1A = Q, respectively. Using Newton’s method for considered equations requires solving a Stein’s equation at each iteration. For solving the Stein’s equation, we use Smith type iterations instead of exact methods. Nonlocal convergence of the process is shown. Numerical experiments are included to illustrate the theory.