Perturbation analysis for the positive definite solution of the nonlinear matrix equation \(X-\sum_{i=1}^mA_i^\ast X^{-1}A_i=Q\) (Q2511390)

Consider the matrix equation \(X-\sum_{i=1}^{m}A_{i}^{\ast}X^{-1}A_{i}=Q\), where the \(A_{i}\) and \(Q\) are \(n\times n\) nonsingular complex matrices with \(Q\) positive definite. It is known that this equation always has a unique positive definite solution \(X\) (see, for example [\textit{A. C. M. Ran} and \textit{M. C. B. Reurings}, Linear Algebra Appl. 379, 289--302 (2004; Zbl 1039.15007)]). The object of the present paper is to provide perturbation bounds on \(X\) in terms of the sizes of small perturbations of the \(A_{i}\) and \(Q\); these generalize known results obtained in the case \(m=1\) (see [\textit{J.- Sun} and \textit{S. Xu}, Linear Algebra Appl. 362, 211--228 (2003; Zbl 1020.15012)] and [\textit{V. I. Hasanov} and \textit{I. G. Ivanov}, Linear Algebra Appl. 413, No. 1, 81--92 (2006; Zbl 1087.15016)]). An expression for the condition number of \(X\) is also provided. The expressions are all too complicated to include them here but could be used in a computational situation.