Perturbation bounds for the matrix equation $X + A^* \widehat{X}^{-1} A = Q$
Numerical Analysis
2019-03-04 v1 Numerical Analysis
Abstract
Consider the matrix equation , where is an Hermitian positive definite matrix, is an matrix, and is the block diagonal matrix with on its diagonal. In this paper, a perturbation bound for the maximal positive definite solution is obtained. Moreover, in case of a modification of the main result is derived. The theoretical results are illustrated by numerical examples.
Keywords
Cite
@article{arxiv.1903.00074,
title = {Perturbation bounds for the matrix equation $X + A^* \widehat{X}^{-1} A = Q$},
author = {Vejdi Hasanov},
journal= {arXiv preprint arXiv:1903.00074},
year = {2019}
}
Comments
17 pages, 3 tables