Perturbation analysis of a nonlinear matrix equation

From MaRDI portal





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)].











This page was built for publication: Perturbation analysis of a nonlinear matrix equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q861442)