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Perturbation analysis of the maximal solution of the matrix equation X+A* X-1 A = P. II
Sun, JG ; Xu, SF
2003
关键词nonlinear matrix equation maximal solution perturbation bound condition number backward error ALGEBRAIC RICCATI-EQUATIONS
英文摘要Consider the nonlinear matrix equation X + A*X(-1)A = P, where A, P are n x n complex matrices with P Hermitian positive definite, and A* denotes the conjugate transpose of a matrix A. In this paper A sharper perturbation bound for the maximal solution to the matrix equation is derived, explicit expressions of the condition number for the maximal solution are obtained, and the backward error of an approximate solution to the maximal solution is evaluated by using the techniques developed in [Linear Algebra Appl. 259 (1997) 183; Linear Algebra Appl. 350 (2002) 237]. The, results are illustrated by using numerical examples. (C) 2002 Elsevier Science Inc. All rights reserved.; http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000181154800017&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=8e1609b174ce4e31116a60747a720701 ; Mathematics, Applied; Mathematics; SCI(E); EI; 27; ARTICLE; 211-228; 362
语种英语
出处SCI ; EI
出版者线性代数及其应用
内容类型其他
源URL[http://hdl.handle.net/20.500.11897/256033]  
专题数学科学学院
推荐引用方式
GB/T 7714
Sun, JG,Xu, SF. Perturbation analysis of the maximal solution of the matrix equation X+A* X-1 A = P. II. 2003-01-01.
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