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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 X+AX^1A=QX+ A^*\widehat{X}^{-1}A=Q, where QQ is an n×nn \times n Hermitian positive definite matrix, AA is an mn×nmn\times n matrix, and X^\widehat{X} is the m×mm\times m block diagonal matrix with XX on its diagonal. In this paper, a perturbation bound for the maximal positive definite solution XLX_L is obtained. Moreover, in case of XL1^A1\|\widehat{X_L^{-1}}A\|\ge 1 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