DOI QR코드

DOI QR Code

PERTURBATION ANAYSIS FOR THE MATRIX EQUATION X = I - A*X-1A + B*X-1B

  • Lee, Hosoo (School of General Education College of Basic Studies Yeungnam University)
  • 투고 : 2013.10.07
  • 심사 : 2014.03.20
  • 발행 : 2014.03.30

초록

The purpose of this paper is to study the perturbation analysis of the matrix equation $X=I-A^*X^{-1}A+B^*X^{-1}B$. Based on the matrix differentiation, we give a precise perturbation bound for the positive definite solution. A numerical example is presented to illustrate the shrpness of the perturbation bound.

키워드

참고문헌

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피인용 문헌

  1. On the perturbation analysis of the maximal solution for the matrix equation $$ X-\overset{m}{\sum \limits_{i=1}}{A}_i^{\ast}\kern0.1em {X}^{-1}\kern0.1em {A}_i+\sum \limits_{j=1}^n{B}_j^{\ast}\kern0. vol.28, pp.1, 2014, https://doi.org/10.1186/s42787-019-0052-7