Perturbation analysis for the matrix equation \(X - \sum^m_{i=1} A^\ast_i XA_i + \sum^n_{j=1} B^\ast_j XB_j = I\) (Q1952939): Difference between revisions

Summary: We consider the perturbation analysis of the matrix equation \(X - \sum^m_{i=1} A^\ast_i XA_i + \sum^n_{j=1} B^\ast_j XB_j = I\). 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.