Solutions and perturbation estimates for the matrix equations \(X\pm A^*X^{-n}A=Q\) (Q1888569): Difference between revisions

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Solutions and perturbation estimates for the matrix equations \(X\pm A^*X^{-n}A=Q\)
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    Solutions and perturbation estimates for the matrix equations \(X\pm A^*X^{-n}A=Q\) (English)
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    23 November 2004
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    The authors consider the two matrix equations \(X\pm A^*X^{-n}A=Q\) (where \(A\) and \(Q\) are complex \(m\times m\)-matrices) for \(X\pm A^*X^{-n}A=Q\) existence of positive definite solutions. They obtain perturbation estimates for these solutions, as well as sufficient conditions for uniqueness of the positive definite solution of the ``minus''-equation. The authors illustrate the results by numerical examples.
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    nonlinear matrix equation
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    positive definite solutions
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    maximal and minimal solutions
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    perturbation
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    perturbation estimate
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    numerical examples
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