Nonlinear Matrix Equation Fixed Point Convergence

137 Views Asked by At

I have a method that searches for the fixed point of the equation

$$x = A(x)x$$

where x is a vector and A(x) is a square matrix. I am able to convert this into a fixed point method

$$x_{n+1} = A(x_{n})x_{n}$$

and in practice, this converges. I am looking for the general properties of the matrix A(x) that allow me to guarantee convergence and say something more rigorous. The matrix A(x) asymptotically approaches a stationary matrix A with stationary distribution x*. Are there examples of a sequence of matrices approaching a stationary matrix?

Let me know if that makes any sense.