On two perturbation estimates of the extreme solutions to the equations \(X \pm A^*X^{-1}A = Q\) (Q817638)
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scientific article; zbMATH DE number 5012990
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| English | On two perturbation estimates of the extreme solutions to the equations \(X \pm A^*X^{-1}A = Q\) |
scientific article; zbMATH DE number 5012990 |
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On two perturbation estimates of the extreme solutions to the equations \(X \pm A^*X^{-1}A = Q\) (English)
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16 March 2006
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\textit{V. I. Hasanov, I. G. Ivanov} and \textit{F. Uhlig} [Linear Algebra Appl. 379, 113--135 (2004; Zbl 1039.15005)] have presented perturbation estimates for the maximal positive definite solutions to the equations \(X\pm A^*X^{-1}A=Q\) (the matrices are \(n\times n\), \(Q\) is Hermitian positive definite, \(A^*\) is the conjugate transpose of \(A\)). Here the authors consider these estimates, and they give new perturbation estimates under weaker restrictions on the coefficient matrices of the equations. The results are illustrated by numerical experiments.
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nonlinear matrix equation
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perturbation estimates
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maximal positive definite solution
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numerical experiments
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0.9772517085075378
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0.9086415767669678
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0.8972461819648743
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0.8942732214927673
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0.8917449116706848
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