Search Results

Let $X_0$ be a trace-one positive definite matrix, i.e. $X_0>0$, $\mathrm{tr}(X_0)=1$. Let $A>0$ and consider the following iteration $$ X_{k+1} = X_k^{1/2}AX_k^{1/2},\quad k\geq 0,\quad (\star) $$ wh …

I sketch here a solution for the $2\times 2$ case. My hope is that the outlined approach can be used to find a general solution. As noticed in Addendum 1, we can restrict wlog to diagonal positive de …

Let $X_0$ be a trace-one positive definite matrix, i.e. $X_0>0$, $\mathrm{tr}(X_0)=1$. Let $A>0$ and consider the following iteration $$ X_{k+1} = X_k^{1/2}AX_k^{1/2},\quad k\geq 0,\quad (\star) $$ wh …