Perturbation analysis of the matrix equation X = Q + AH(X̀‚ - C)-1A

被引：0
|
作者：
Sun, Ji-Guang [1 ]
机构：
[1] Department of Computing Science, Umeå University, S-901 87 Umeå, Sweden
来源：
Linear Algebra and Its Applications | 2003年 / 371卷 / SUPPL.期
关键词：
Error analysis - Interpolation - Matrix algebra - Perturbation techniques;
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学科分类号：
摘要：
Consider the nonlinear matrix equation X = Q + AH(Xˆ - C)-1A, where Q is an n×n Hermitian positive definite matrix, C is an mn × mn Hermitian positive semidefinite matrix, A is an mn ×n matrix, and Xˆ is the m × m block diagonal matrix defined by Xˆ = diag(X, X,..., X), in which X is an n × n matrix. This matrix equation is connected with certain interpolation problem. In this paper, perturbation bounds and condition numbers for the maximal solution are presented, and residual bounds for an approximate solution to the maximal solution are obtained. The results are illustrated by numerical examples. © 2003 Elsevier Inc. All rights reserved.
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页码：33 / 51
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