Related papers: The Reverse Order Law and the Riccati Equation

The Arnoldi process provides an efficient framework for approximating functions of a matrix applied to a vector, i.e., of the form $f(M)\bm{b}$, by repeated matrix-vector multiplications. In this paper, we derive error estimates for…

Suppose $Q(x)$ is a real $n\times n$ regular symmetric positive semidefinite matrix polynomial. Then it can be factored as $$Q(x) = G(x)^TG(x),$$ where $G(x)$ is a real $n\times n$ matrix polynomial with degree half that of $Q(x)$ if and…

We study invariant Hermitian forms on a conformal vertex algebra and on their (twisted) modules. We establish existence of a non-zero invariant Hermitian form on an arbitrary $W$-algebra. We show that for a minimal simple $W$-algebra…

In this paper, without any assumption on $v$ and under the extremely mild assumption $u(x)= O(|x|^{K})$ as $|x|\rightarrow+\infty$ for some $K\gg1$ arbitrarily large, we classify solutions of the following conformally invariant system with…

This work derives explicit series reversions for the solution of Calder\'on's problem. The governing elliptic partial differential equation is $\nabla\cdot(A\nabla u)=0$ in a bounded Lipschitz domain and with a matrix-valued coefficient.…

A classical formula of Allwright on the general solution of a scalar differential equation is generalized to a system of differential equations by means of the Kronecker product.The Allwright formula is connected with the Riccati equation,…

In this paper, we first propose a new parameterized definition of comparison matrix of a given complex matrix, which generalizes the definition proposed by \cite {Axe1}. Based on this, we propose a new class of complex nonsymmetric…

We present a general scheme for the construction of new eficient generalized Schultz iterative methods for computing the inverse matrix. These methods have the form $$ X_{k+1} = X_k(a_0^{(k)}I+a_1^{(k)}AX_k),\quad k\in\mathbb{N}, $$ where…

In this paper we derive a Toeplitz-structured closed form of the unique positive semi-definite stabilizing solution for the discrete-time algebraic Riccati equations, especially for the case that the state matrix is not stable. Based on the…

Finding the state feedback control in an $% H^{\infty }$-optimal control problem involves a challenging approach of the associated algebraic Riccati equation of the generic form $A^{\ast }P+PA+P\Gamma P=F$. In view of this objective, we…

For initial value problems associated with operator-valued Riccati differential equations posed in the space of Hilbert--Schmidt operators existence of solutions is studied. An existence result known for algebraic Riccati equations is…

We consider a continuous analogue of Babai et al.'s and Cai et al.'s problem of solving multiplicative matrix equations. Given $k+1$ square matrices $A_{1}, \ldots, A_{k}, C$, all of the same dimension, whose entries are real algebraic, we…

In this article, we study the quantitative uniqueness of solutions to second order elliptic equations with singular lower order terms. We quantify the strong unique continuation property by estimating the maximal vanishing order of…

We consider the numerical solution of large-scale symmetric differential matrix Riccati equations. Under certain hypotheses on the data, reduced order methods have recently arisen as a promising class of solution strategies, by forming…

We associate to an arbitrary $\mathbb Z$-gradation of the Lie algebra of a Lie group a system of Riccati-type first order differential equations. The particular cases under consideration are the ordinary Riccati and the matrix Riccati…

The authors study statistical linear inverse problems in Hilbert spaces. Approximate solutions are sought within a class of linear one-parameter regularization schemes, and the parameter choice is crucial to control the root mean squared…

This paper presents a novel extension of the $\{1,2,3,1^{k}\}$-inverse concept to complex rectangular matrices, denoted as a $W$-weighted $\{1,2,3,1^{k}\}$-inverse (or $\{1',2',3',{1^{k}}'\}$-inverse), where the weight $W \in \mathbb{C}^{n…

We study the time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations with potentially indefinite cost weighting matrices for both the state and the control variables. Our research…

For each permutation $w$, we can construct a collection of hyperplanes $\mathcal{A}_w$ according to the inversions of $w$, which is called the inversion hyperplane arrangement associated to $w$. It was conjectured by Postnikov and confirmed…

We obtain the solution of the fourth order difference equation $$ x_{n+1}=\frac{ \alpha x_{n-3}}{A+B x_{n-1}x_{n-3}}$$ with the initial conditions; $x_{-3}=d,$ $x_{-2}=c,$ $x_{-1}=b,$ and $x_{0}=a$ are arbitrary nonzero real numbers,…