Perturbation analysis for the positive definite solution of the nonlinear matrix equation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$X-\sum_{i=1}^{m} A_{i}^{*}X^{-1}A_{i}=Q$\end{document}

被引:0
|
作者
Xiaoyan Yin
Liang Fang
机构
[1] Xidian University,Department of Mathematics
关键词
Nonlinear matrix equation; Positive definite solution; Perturbation estimate; Condition number; Backward error; 15A24; 15A45; 65H05;
D O I
10.1007/s12190-013-0659-z
中图分类号
学科分类号
摘要
Consider the perturbation analysis for positive definite solution of the nonlinear matrix equation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$X-\sum_{i=1}^{m}A_{i}^{*}X^{-1}A_{i}=Q$\end{document} which arises in an optimal interpolation problem. Two perturbation bounds for the unique positive definite solution are obtained, and an explicit expression of the condition number for the unique positive definite solution is derived. The theoretical results are illustrated by several numerical examples.
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页码:199 / 211
页数:12
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