Perturbation analysis of the Hermitian positive definite solution of the matrix equation \(X-A^{\ast}X^{-2} A = I\) (Q1765886)

The authors study the nonlinear matrix equation \((*) \;-A^*X^{-2}A=I\). Here \(A\) is a complex \(n\times n\)-matrix, \(A^*\) its transpose conjugate, and \(I\) stands for the identity matrix. The authors prove that if \((**) \;\| A\| _2<1 \) (where \(\| \| _2\) is the spectral norm), then equation \((*)\) has a unique Hermitian positive definite solution. Moreover, condition \((**)\) allows one to derive a perturbation bound for this solution and to express explicitly its condition number. The authors illustrate the results by numerical examples.