Applied Mathematics Letters 26 (2013) 919–923

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Applied Mathematics Letters

journal homepage: www.elsevier.com/locate/aml

On nonlinear matrix equations

S. Vaezzadeh a , S.M. Vaezpour a,∗ , R. Saadati b
a
Department of Mathematics, Amirkabir University of Technology, Tehran, Iran
b
Department of Mathematics, Iran University of Science and Technology, Tehran, Iran

article info abstract

Article history: A.C.M. Ran and M.C.B. Reurings [A.C.M. Ran, M.C.B. Reurings, A fixed point theorem in par-
Received 25 February 2013 tially ordered sets and some applications to matrix equations, Proc. American Mathematical
Accepted 29 March 2013 Society 132 (2003) 1435–1443.] proved that under continuity of F the matrix equation
m
Keywords:
A⋆i F (X )Ai = Q ,

Nonlinear matrix equation X−
Positive definite solution i=1

Fixed-point theorem where A is an n × n matrix and Q is a Hermitian positive definite matrix, has a unique
Ordered space
solution. The purpose of this paper is to solve the above equation without the continuity
condition. Also, we prove a coupled fixed point theorem and apply it to solve the equation
m
A⋆i F (X )Ai + B⋆i G(X )Bi = Q ,

X−
i=1

where A is an n × n matrix, Q is a Hermitian positive definite matrix, F is order preserving

and G is order reversing.
© 2013 Elsevier Ltd. All rights reserved.

1. Preliminaries

We shall use the following notations: M (n) denotes the set of all n × n matrices, H (n) ⊆ M (n) the set of all n × n
Hermitian matrices and H + (n) ⊂ H (n) the rest of positive semi-definite matrices. Also H − (n) ⊂ H (n) is the set of negative
semi-definite matrices. Instead of X ∈ H + and X ∈ H − we will use, also write, respectively, X ≥ 0 and X ≤ 0. Furthermore
P (n) is the set of all n × n positive definite matrices. Also instead of X ∈ P (n), we will also write X > 0. As √ a different
notation for X − Y ≥ (X − Y > 0), we will use X ≥ Y (X > Y ). We denote by the spectral ∥ · ∥, i.e., ∥ A∥ = λ+ (A∗ A)
where λ+ (A∗ A) is the largest eigenvalue of A∗ A, and by the trace norm ∥ · ∥1 which is given by ∥A∥1 = j=1 sj (A), where
n

sj (A), j = 1, 2, . . . , n, are the singular values of A. Let X , Y ∈ M (n). We define d(X , Y ) = ∥X − Y ∥.

In [1] the authors proved that under continuity of F the matrix equation
m
A⋆i F (X )Ai = Q ,

X− (1.1)
i =1

where A is an n × n matrix and Q is a Hermitian positive definite matrix, has a unique solution. The purpose of this paper is
to solve Eq. (1.1) without the continuity condition. Also, we prove a coupled fixed point theorem (see also [2–4]) and apply

∗
Corresponding author.
E-mail addresses: sarah_vaezzadeh@yahoo.com, s_vaezzadeh@aut.ac.ir (S. Vaezzadeh), vaez@aut.ac.ir (S.M. Vaezpour), rsaadati@iust.ac.ir,
rsaadati@eml.cc (R. Saadati).

0893-9659/$ – see front matter © 2013 Elsevier Ltd. All rights reserved.
http://dx.doi.org/10.1016/j.aml.2013.03.017
920 S. Vaezzadeh et al. / Applied Mathematics Letters 26 (2013) 919–923

it to solve the equation

m
Ai F (X )Ai + B⋆i G(X )Bi = Q ,

X− (1.2)
i=1

where A is an n × n matrix and Q is a Hermitian positive definite matrix (see also [2,3]).

2. Main results

Theorem 2.1. Let H + (n) be the set of positive semi-definite matrices and suppose that there exists a norm on M (n) such that
M (n) is a complete normed algebra. Let F : H + (n) → H + (n) be an order-preserving mapping such that there exists k ∈ (0, 1)
such that
d(F (A), F (B)) ≤ kd(A, B), ∀ A ≤ B.
If there exists C ∈ H (n) with C ≤ F (C ), then F has a unique fixed point.
+

Proof. Step 1. If F (C ) = C , then the proof is finished. Suppose that F (C ) ̸= C .

Since C ≤ F (C ) and F is order-preserving, we obtain by induction that
C ≤ F (C ) ≤ F 2 (C ) ≤ · · · ≤ F n (C ) ≤ F n+1 (C ) ≤ · · · .
Now,

d(F n+1 (C ), F n (C )) ≤ kn d(F (C ), C ), n ∈ N. (2.1)

Now, for n = 1, and C ≤ F (C ), we have
d(F 2 (C ), F (C )) ≤ kd(F (C ), C ).
Since F n (C ) ≤ F n+1 (C ), we obtain
d(F n+2 (C ), F n+1 (C )) = d(F (F n+1 (C )), F (F n (C )))
≤ kd(F n+1 (C ), F n (C ))
≤ kn+1 d(F (C ), C ).
Now we show that {F n (C )}n∈N is a Cauchy sequence in H + (n). Let m > n, then
d(F m (C ), F n (C )) ≤ d(F m (C ), F m−1 (C )) + · · · + d(F n+1 (C ), F n (C ))
≤ (km−1 + km−2 + · · · + kn )d(F (C ), C )
kn
≤ d(F (C ), C ).
1−k
So F n (C ) is a Cauchy sequence. Since H + (n) is a complete metric space, by Theorem 3.7 of Chapter VIII of [5], there exists
T ∈ H + (n) such that
lim F n (C ) = T .
n→∞

Step 2. Based on step 1, F n (C ) is an increasing sequence. Now we show that for each n, F n (C ) ≤ T . Fixed an index j ∈ N.
Since F n (C ) converges to T , F n (C ) − F j (C ) converges to T − F j (C ) in M (n).
Now by omitting the first n elements of this sequence we obtain a sequence with positive semi-definite elements that
converges to T − F j (C ). Now by Theorem 3.7 of Chapter VIII of [5], we conclude that T − F j (C ) is a positive semi-definite
matrix, and therefore F j (C ) ≤ T , for each n ∈ N, F n (C ) ≤ T .
Step 3. We prove that F (T ) = T . Let ϵ > 0. Since {F n (C )} converges to T , there exists n1 ∈ N such that, for all
n ∈ N, n ≥ n1 ,
ϵ
d(F n (C ), T ) < .
2
Taking n ∈ N, n ≥ n1 , and by using Fn (C ) ≤ T , for all n ∈ N, we get
d(F (T ), T ) ≤ d(F (T ), F (F n (C ))) + d(F n+1 (C ), T )
≤ kd(T , F n (C )) + d(F n+1 (C ), T )
≤ d(T , F n (C )) + d(F n+1 (C ), T )
< ϵ.
Consequently, F (T ) = T .
Step 4. Since every pair of elements of H + (n) has a lower bound and an upper bound, the uniqueness is obvious. 
 S. Vaezzadeh et al. / Applied Mathematics Letters 26 (2013) 919–923 921

Theorem 2.2. Let H + (n) and H − (n) be respectively the set of positive semi-definite matrices and negative semi-definite matrices
and suppose that there exists a norm on M (n) such that M (n) is a complete norm algebra. Let F : H + (n) × H + (n) → H + (n) be
a mapping having the mixed monotone property on H + (n) such that there exists k ∈ [0, 1) with
k
d(F (A, B), F (C , D)) ≤ {d(A, C ) + d(B, D)}, ∀ A ≥ C and B ≤ D.
2
If there exist M0 , N0 ∈ H + (n) with M0 ≤ F (M0 , N0 ) and N0 ≥ F (N0 , M0 ), then there exists X0 ∈ H + (n) such that F (X0 , X0 ) = X0 .

Proof. Let M1 = F (M0 , N0 ) and N1 = F (N0 , M0 ). By hypothesis we get

M0 ≤ M1 and N0 ≥ N1 .
Let M2 = F (M1 , N1 ) and N2 = F (N1 , M1 ). We denote
F 2 (M0 , N0 ) = F (F (M0 , N0 ), F (N0 , M0 )) = F (M1 , N1 ) = M2
F 2 (N0 , M0 ) = F (F (N0 , M0 ), F (M0 , N0 )) = F (N1 , M1 ) = N2 .
By mixed monotone property, now we have
M2 = F 2 (M0 , N0 ) = F (M1 , N1 ) ≥ F (M0 , N0 ) = M1
and
N2 = F 2 (N0 , M0 ) = F (N1 , M1 ) ≤ F (N0 , M0 ) = N1 .
Furthermore, for n = 1, 2, . . . , we let
Mn+1 = F n+1 (M0 , N0 ) = F (F n (M0 , N0 ), F n (N0 , M0 ))
and
Nn+1 = F n+1 (N0 , M0 ) = F (F n (N0 , M0 ), F n (M0 , N0 )).
We can easily obtain that
M0 ≤ F (M0 , N0 ) = M1 ≤ F 2 (M0 , N0 ) = M2 ≤ · · · ≤ F n+1 (M0 , N0 ) ≤ · · ·
and
N0 ≥ F (N0 , M0 ) = N1 ≥ F 2 (N0 , M0 ) = N2 ≥ · · · ≥ F n+1 (N0 , M0 ) ≥ · · · .
Now we claim that, for n ∈ N,

kn
d(F n+1 (M0 , N0 ), F n (M0 , N0 )) ≤ [d(F (M0 , N0 ), M0 ) + d(F (N0 , M0 ), N0 )] (2.2)
2
and
kn
d(F n+1 (N0 , M0 ), F n (N0 , M0 )) ≤ [d(F (N0 , M0 ), N0 ) + d(F (M0 , N0 ), M0 )]. (2.3)
2
Indeed, for n = 1, using F (M0 , N0 ) ≥ M0 and F (N0 , M0 ) ≤ N0 , we get
d(F 2 (M0 , N0 ), F (M0 , N0 )) = d(F (F (M0 , N0 ), F (N0 , M0 )), F (M0 , N0 ))
k
≤ [d(F (M0 , N0 ), M0 ) + d(F (N0 , M0 ), N0 )].
2
Similarly
d(F 2 (N0 , M0 ), F (N0 , M0 )) = d(F (F (N0 , M0 ), F (M0 , N0 )), F (N0 , M0 ))
= d(F (N0 , M0 ), F (F (N0 , M0 ), F (M0 , N0 )))
k
≤ [d(F (N0 , M0 ), N0 ) + d(F (M0 , N0 ), M0 )].
2
Now assume that (2.2) and (2.3) hold. Using
F n+1 (M0 , N0 ) ≥ F n (M0 , N0 )
and
F n+1 (N0 , M0 ) ≤ F n (N0 , M0 )
922 S. Vaezzadeh et al. / Applied Mathematics Letters 26 (2013) 919–923

we get

d(F n+2 (M0 , N0 ), F n+1 (M0 , N0 )) = d(F (F n+1 (M0 , N0 ), F n+1 (N0 , M0 )), F (F n (M0 , N0 ), F n (N0 , M0 )))
k
≤ [d(F n+1 (M0 , N0 ), F n (M0 , N0 )) + d(F n+1 (N0 , M0 ), F n (N0 , M0 ))]
2
..
.
kn+1
≤ [d(F (M0 , N0 ), M0 ) + d(F (N0 , M0 ), N0 )].
2
Similarly we can show that

kn+1
d(F n+2 (N0 , M0 ), F n+1 (N0 , M0 )) ≤ [d(F (N0 , M0 ), N0 ) + d(F (M0 , N0 ), M0 )].
2

This implies that F n (M0 , N0 ) and F n (N0 , M0 ) are Cauchy sequences in H + (n).
Indeed, let m > n. Then

d(F m (M0 , N0 ), F n (M0 , N0 )) ≤ d(F m (M0 , N0 ), F m−1 (M0 , N0 )) + · · · + d(F n+1 (M0 , N0 ), F n (M0 , N0 ))
(km−1 + · · · + kn )
≤ [d(F (M0 , N0 ), M0 ) + d(F (N0 , M0 ), N0 )]
2
n m
k −k
= [d(F (M0 , N0 ), M0 ) + d(F (N0 , M0 ), N0 )]
2(1 − k)
kn
< [d(F (M0 , N0 ), M0 ) + d(F (N0 , M0 ), N0 )].
2(1 − k)

Similarly, we can verify that F n (N0 , M0 ) is also a Cauchy sequence.

Since H + (n) is a complete metric space, there exists M , N ∈ H + (n) such that

lim F n (M0 , N0 ) = M
n→∞

and

lim F m (N0 , M0 ) = N .
m→∞

Before showing that F (M , N ) = M and F (N , M ) = N, we claim that F n (M0 , N0 ) ≤ M and F n (N0 , M0 ) ≥ N for n ∈ N. By
Step 2 of Theorem 2.1, F n (M0 , N0 ) ≤ M. Fixed an index j. Since {F n (N0 , M0 )} is a decreasing sequence in H + (n) converges to
N, the sequence {F j (N0 , M0 )− F n (N0 , M0 )} converges to the matrix F j (N0 , M0 )− N. From Theorem 3.2 of Chapter VIII of [5] the
matrix F j (N0 , M0 ) − N should be positive semi-definite, and so F j (N0 , M0 ) ≥ N. Therefore for each n ∈ N, F n (N0 , M0 ) ≥ N.
Now we show that F (M , N ) = M and F (N , M ) = N. Let ϵ > 0. Since F n (M0 , N0 ) → M and F n (N0 , M0 ) → N, there exist
n1 ∈ N , n2 ∈ N such that for all n ≥ n1 and m ≥ n2 , we have
ϵ
d(F n (M0 , N0 ), M ) <
3
and
ϵ
d(F m (N0 , M0 ), N ) < .
3
Taking n ∈ N , n ≥ max{n1 , n2 } and using F n (M0 , N0 ) ≤ M , F n (N0 , M0 ) ≥ N, we get

d(F (M , N ), M ) ≤ d(F (M , N ), F n+1 (M0 , N0 )) + d(F n+1 (M0 , N0 ), M )

= d(F (M , N ), F (F n (M0 , N0 ), F n (N0 , M0 ))) + d(F n+1 (M0 , N0 ), M )
k
≤ [d(M , F n (M0 , N0 )) + d(N , F n (N0 , M0 ))] + d(F n+1 (M0 , N0 ), M )
2
≤ d(M , F n (M0 , N0 )) + d(N , F n (N0 , M0 )) + d(F n+1 (M0 , N0 ), M )
< ϵ.

This implies that F (M , N ) = M. Similarly we can show that d(F (N , M ), N ) < ϵ implying that F (N , M ) = N. 
 S. Vaezzadeh et al. / Applied Mathematics Letters 26 (2013) 919–923 923

3. Application to nonlinear matrix equations

In [1], the authors proved a theorem on partially ordered sets and applied it to solve some particular matrix equations.
They used the continuity of maps. By Theorem 2.1 we can solve Eq. (1.1), with F being order-preserving from H + (n)
into H + (n), and Q a Hermitian positive definite matrix in M (n). In the following theorem the hypothesis of continuity in
[1, Theorem 4.1] is omitted.

Theorem 3.1. Let Q ∈ H + (n), F be an order-preserving map from H + (n) into H + (n). Assume that there is a positive number M
for which j=1 Aj A⋆j < M .In and such that for X ≤ Y we have
m

1
|tr(F (Y ) − F (X ))| ≤ |tr(Y − X )|.
M
Then Eq. (1.1) has a unique solution in H + (n).
⋆
Proof. Define G(X ) = Q + j=1 Aj F (X )Aj , which is well defined and order-preserving and G(Q ) ≥ Q . By Proof of
m
[1, Theorem 4.1], conditions of Theorem 2.1 are satisfied. So G has a unique fixed point which is the unique solution of
the Eq. (1.1). 
Also, by Theorem 3.2 the matrix equation (1.2) where F is an order-preserving map from H + (n) into H + (n), G is an
order-reversing map from H + (n) into H + (n), and Q is a positive definite matrix in M (n), has a solution in H + (n).

Theorem 3.2. Let Q ∈ H + (n), F be an order-preserving map from H + (n) into H + (n), and G be
an order-reversing map from
H + (n) into H + (n). Assume that there is a positive number M for which j=1 Aj A⋆j < M2 .In and i=1 Bi B⋆i < M2 .In such that for
m n

X ≤ Y we have
1
|tr(F (Y ) − F (X ))| ≤ |tr(Y − X )|
M
and
1
|tr(G(Y ) − G(X ))| ≤ |tr(Y − X )|.
M
If there exist X0 and Y0 in H + (n) such that X0 ≤ A⋆ F (X0 )A + B⋆i G(Y0 )Bi and Y0 ≥ A⋆ F (Y0 )A + B⋆i G(X0 )Bi ,
m n m n
j=1 i =1 j =1 i=1
then Eq. (1.2) has a unique solution in H + (n).
Proof. Define H (X , Y ) = Q + j=1 A⋆j F (X )Aj + i=1 B⋆i G(Y )Bi , which is well defined and has the mixed monotone property,
m n
and H (X0 , Y0 ) ≥ X0 and H (Y0 , X0 ) ≤ Y0 . By Theorem 2.2 and using the Proof of [1, Theorem 4.1] we can get the result. 

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