Perturbation Analysis for the Matrix Equation X−∑i=1mAi∗XAi+∑j=1nBj∗XBj=I
We consider the perturbation analysis of the matrix equation X−∑i=1mAi∗XAi+∑j=1nBj∗XBj=I. Based on the matrix differentiation, we first give a precise perturbation bound for the positive definite solution. A numerical example is presented to illustrate the sharpness of the perturbation bound....
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2012-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2012/784620 |
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| Summary: | We consider the perturbation analysis of the matrix equation X−∑i=1mAi∗XAi+∑j=1nBj∗XBj=I. Based on the matrix differentiation, we first give a precise perturbation bound
for the positive definite solution. A numerical example is presented to illustrate the sharpness
of the perturbation bound. |
|---|---|
| ISSN: | 1110-757X 1687-0042 |