Solutions and improved perturbation analysis for the matrix equation X-A^ X^-pA=Q(p>0)
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Publication:2015760
Abstract: In this paper the nonlinear matrix equation X-A^{*}X^{-p}A=Q with p>0 is investigated. We consider two cases of this equation: the case p>1 and the case 0<p<1. In the case p>1, a new sufficient condition for the existence of a unique positive definite solution for the matrix equation is obtained. A perturbation estimate for the positive definite solution is derived. Explicit expressions of the condition number for the positive definite solution are given. In the case 0<p<1, a new sharper perturbation bound for the unique positive definite solution is evaluated. A new backward error of an approximate solution to the unique positive definite solution is obtained. The theoretical results are illustrated by numerical examples.
Summary: The nonlinear matrix equation \(X-A^\ast X^{-p}A=Q\) with \(p>0\) is investigated. We consider two cases of this equation: the case \(p\geq 1\) and the case \(0<p<1\) In the case \(p\geq 1\), a new sufficient condition for the existence of a unique positive definite solution for the matrix equation is obtained. A perturbation estimate for the positive definite solution is derived. Explicit expressions of the condition number for the positive definite solution are given. In the case \(0<p<1\), a new sharper perturbation bound for the unique positive definite solution is derived. A new backward error of an approximate solution to the unique positive definite solution is obtained. The theoretical results are illustrated by numerical examples.
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Cited in
(13)- Perturbation analysis of the matrix equation \(X=Q+A^{\text H}(\widehat X-C)^{-1}A\)
- On the nonlinear matrix equation \(X+A^*{\mathcal F}(X)A=Q\): solutions and perturbation theory
- A matrix integral solution to \([P,Q]=P\) and matrix Laplace transforms
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- Condition numbers for the nonlinear matrix equation and their statistical estimation
- On the nonlinear matrix equation \(X^p = A\#_t (M^T (X^{-1} + B)^{-1}M)\)
- Perturbation analysis of the matrix equation \(X-A^*X^{-p}A=Q\)
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