Solutions and improved perturbation analysis for the matrix equation \(X-A^\ast X^{-p}A=Q(p>0)\) (Q2015760)
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English | Solutions and improved perturbation analysis for the matrix equation \(X-A^\ast X^{-p}A=Q(p>0)\) |
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Solutions and improved perturbation analysis for the matrix equation \(X-A^\ast X^{-p}A=Q(p>0)\) (English)
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23 June 2014
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Summary: The nonlinear matrix equation \(X-A^\ast X^{-p}A=Q\) with \(p>0\) is investigated. We consider two cases of this equation: the case \(p\geq 1\) and the case \(0<p<1\) In the case \(p\geq 1\), a new sufficient condition for the existence of a unique positive definite solution for the matrix equation is obtained. A perturbation estimate for the positive definite solution is derived. Explicit expressions of the condition number for the positive definite solution are given. In the case \(0<p<1\), a new sharper perturbation bound for the unique positive definite solution is derived. A new backward error of an approximate solution to the unique positive definite solution is obtained. The theoretical results are illustrated by numerical examples.
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