Perturbation analysis of a nonlinear matrix equation (Q861442)

The paper deals with the perturbation analysis of the nonlinear matrix equation \[ X + A^*X^{-2}A = I, \] where the coefficient \(A\) and the solution \(X\) are complex \(n\times n\) matrices, \(I\) is the identity matrix and the star denotes conjugate transposition. The authors first consider the properties of the Hermitian maximal solution of the equation and then derive a nonlocal perturbation bound for this solution when the matrix \(A\) is perturbed. They also obtain an expression for the condition number relative to \(A\) using the approach proposed by the reviewer and \textit{P. Petkov} [``Note on `Perturbation theory of algebraic Riccati equations' by J. G. Sun'', SIAM J. Matrix Anal. Appl. 21, No. 1, 327 (1999; Zbl 1047.15501)].