Perturbation theory and backward error for \(AX - XB = C\) (Q2366656)
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English | Perturbation theory and backward error for \(AX - XB = C\) |
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Perturbation theory and backward error for \(AX - XB = C\) (English)
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30 August 1993
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This paper is devoted to the evaluation of the backward error of an approximate solution to the matrix equation \(AX-XB = C\) and to the determination of the sensitivity of this equation to perturbations in the data. An explicit expression for the normwise relative backward error and the conditions such that it can greatly exceed the relative residual are presented. In addition, a sharp perturbation bound is defined with a condition number that reflects the structure of the matrix equation. Finally, the linear algebra software LAPACK is used to estimate a forward error bound for a computed solution.
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Sylvester equation
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Lyapunov equation
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backward error
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matrix equation
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perturbation bound
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condition number
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software LAPACK
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