Residual bounds of the nonlinear matrix equation X + A*F(X)A = Q

Ivan Popchev and Vera Angelova

International Journal of Data Science, 2016, vol. 1, issue 4, 340-352

Abstract: In this paper, we consider the nonlinear matrix equation X + A*F(X)A = Q and we derive norm-wise non-local residual bounds for the accuracy of the solution obtained by an iterative algorithm. The residual bounds are derived using the method of Lyapunov majorants and the techniques of the fixed point principle. Two particular cases of the equation are considered in details and explicit expressions of the norm-wise non-local residual bounds are obtained as well. Numerical examples for the two, considered in the paper different cases of the nonlinear matrix function F(X) are provided to demonstrate the efficiency of the bounds proposed.

Keywords: perturbation analysis; residual bounds; nonlinear matrix equations; Lyapunov majorants; fixed point principle. (search for similar items in EconPapers)
Date: 2016
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.inderscience.com/link.php?id=81370 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ids:ijdsci:v:1:y:2016:i:4:p:340-352

Access Statistics for this article

More articles in International Journal of Data Science from Inderscience Enterprises Ltd
Bibliographic data for series maintained by Sarah Parker ().