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
From MaRDI portal
Created a new Item |
Created claim: Wikidata QID (P12): Q58907347, #quickstatements; #temporary_batch_1704809102140 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q58907347 / rank | |||
Normal rank | |||
Revision as of 15:20, 9 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Perturbation analysis for the matrix equation \(X - \sum^m_{i=1} A^\ast_i XA_i + \sum^n_{j=1} B^\ast_j XB_j = I\) |
scientific article |
Statements
Perturbation analysis for the matrix equation \(X - \sum^m_{i=1} A^\ast_i XA_i + \sum^n_{j=1} B^\ast_j XB_j = I\) (English)
0 references
3 June 2013
0 references
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.
0 references
perturbation analysis
0 references
matrix equation
0 references
matrix differentiation
0 references
perturbation bound
0 references
positive definite solution
0 references
numerical example
0 references
