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http://dx.doi.org/10.11568/kjm.2014.22.1.123

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)
Publication Information
Korean Journal of Mathematics / v.22, no.1, 2014 , pp. 123-131 More about this Journal
Abstract
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.
Keywords
Nonlinear matrix equation; positive definite solution; perturbation analysis;
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