Solutions and perturbation analysis of the matrix equation X - \sum_{i=1}^m A_i^* X^{-1} A_i = Q
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Publication:6235098
arXiv1208.3672MaRDI QIDQ6235098FDOQ6235098
Publication date: 16 August 2012
Abstract: Consider the nonlinear matrix equation X-sum_{i=1}^{m}A_{i}^{*}X^{-1}A_{i}=Q. This paper shows that there exists a unique positive definite solution to the equation without any restriction on A_{i}. Three perturbation bounds for the unique solution to the equation are evaluated. A backward error of an approximate solution for the unique solution to the equation is derived. Explicit expressions of the condition number for the unique solution to the equation are obtained. The theoretical results are illustrated by numerical examples.
Matrix equations and identities (15A24) Numerical computation of solutions to single equations (65H05) Perturbations of nonlinear operators (47H14)
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