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: Xue-Feng Duan, Qing-Wen Wang
Format: Article
Language:English
Published: Wiley 2012-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2012/784620
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author Xue-Feng Duan
Qing-Wen Wang
author_facet Xue-Feng Duan
Qing-Wen Wang
author_sort Xue-Feng Duan
collection DOAJ
description 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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institution Kabale University
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publishDate 2012-01-01
publisher Wiley
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series Journal of Applied Mathematics
spelling doaj-art-03ec4fce8e7e42aeb960005ae76cf8732025-02-03T05:51:20ZengWileyJournal of Applied Mathematics1110-757X1687-00422012-01-01201210.1155/2012/784620784620Perturbation Analysis for the Matrix Equation X−∑i=1mAi∗XAi+∑j=1nBj∗XBj=IXue-Feng Duan0Qing-Wen Wang1School of Mathematics and Computational Science, Guilin University of Electronic Technology, Guilin 541004, ChinaDepartment of Mathematics, Shanghai University, Shanghai 200444, ChinaWe 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.http://dx.doi.org/10.1155/2012/784620
spellingShingle Xue-Feng Duan
Qing-Wen Wang
Perturbation Analysis for the Matrix Equation X−∑i=1mAi∗XAi+∑j=1nBj∗XBj=I
Journal of Applied Mathematics
title Perturbation Analysis for the Matrix Equation X−∑i=1mAi∗XAi+∑j=1nBj∗XBj=I
title_full Perturbation Analysis for the Matrix Equation X−∑i=1mAi∗XAi+∑j=1nBj∗XBj=I
title_fullStr Perturbation Analysis for the Matrix Equation X−∑i=1mAi∗XAi+∑j=1nBj∗XBj=I
title_full_unstemmed Perturbation Analysis for the Matrix Equation X−∑i=1mAi∗XAi+∑j=1nBj∗XBj=I
title_short Perturbation Analysis for the Matrix Equation X−∑i=1mAi∗XAi+∑j=1nBj∗XBj=I
title_sort perturbation analysis for the matrix equation x ∑i 1mai∗xai ∑j 1nbj∗xbj i
url http://dx.doi.org/10.1155/2012/784620
work_keys_str_mv AT xuefengduan perturbationanalysisforthematrixequationxi1maixaij1nbjxbji
AT qingwenwang perturbationanalysisforthematrixequationxi1maixaij1nbjxbji