Perturbation Analysis for the Matrix Equation X−∑i=1mAi∗XAi+∑j=1nBj∗XBj=I

Xue-Feng Duan and Qing-Wen Wang

Journal of Applied Mathematics, 2012, vol. 2012, issue 1

Abstract: We consider the perturbation analysis of the matrix equation X−∑i=1mAi∗XAi+∑j=1nBj∗XBj=I. Based on the matrix differentiation, we first give a precise perturbation bound for the positive definite solution. A numerical example is presented to illustrate the sharpness of the perturbation bound.

Date: 2012
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https://doi.org/10.1155/2012/784620

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnljam:v:2012:y:2012:i:1:n:784620

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