Discrete Riccati matrix equation and the order preserving property (Q2020646)
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English | Discrete Riccati matrix equation and the order preserving property |
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Discrete Riccati matrix equation and the order preserving property (English)
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24 April 2021
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The author proves a discrete version of the continuous fact that every symmetric matrix differential equation possessing the order-preserving property is the Riccati matrix differential equation. The proof involves an extension of discrete functions to continuous ones as well as a use of the continuous version itself.
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Riccati matrix equation
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order preserving property
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symplectic matrix
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iteration
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