scholarly journals Perturbation Analysis for the Matrix EquationX−∑i=1mAi∗XAi+∑j=1nBj∗XBj=I

2012 ◽  
Vol 2012 ◽  
pp. 1-13 ◽  
Author(s):  
Xue-Feng Duan ◽  
Qing-Wen Wang
Keyword(s):  
Perturbation Analysis ◽  
Matrix Equation ◽  
Positive Definite ◽  
Perturbation Bound ◽  
Numerical Example ◽  
Positive Definite Solution ◽  
The Matrix ◽  
Definite Solution

We consider the perturbation analysis of the matrix equationX−∑i=1mAi∗XAi+∑j=1nBj∗XBj=I. Based on the matrix differentiation, we first give a precise perturbation bound for the positive definite solution. A numerical example is presented to illustrate the sharpness of the perturbation bound.

scholarly journals Solutions and Improved Perturbation Analysis for the Matrix EquationX-A*X-pA=Q  (p>0)

2013 ◽  
Vol 2013 ◽  
pp. 1-12 ◽  
Author(s):  
Jing Li
Keyword(s):  
Matrix Equation ◽  
Positive Definite ◽  
Nonlinear Matrix Equation ◽  
Backward Error ◽  
Perturbation Bound ◽  
Positive Definite Solution ◽  
The Matrix ◽  
Nonlinear Matrix ◽  
Theoretical Results ◽  
Definite Solution

The nonlinear matrix equationX-A*X-pA=Qwithp>0is investigated. We consider two cases of this equation: the casep≥1and the case0<p<1.In the casep≥1, a new sufficient condition for the existence of a unique positive definite solution for the matrix equation is obtained. A perturbation estimate for the positive definite solution is derived. Explicit expressions of the condition number for the positive definite solution are given. In the case0<p<1, a new sharper perturbation bound for the unique positive definite solution is derived. A new backward error of an approximate solution to the unique positive definite solution is obtained. The theoretical results are illustrated by numerical examples.

scholarly journals Notes on the Hermitian Positive Definite Solutions of a Matrix Equation

2014 ◽  
Vol 2014 ◽  
pp. 1-8 ◽  
Author(s):  
Jing Li ◽  
Yuhai Zhang
Keyword(s):  
Fixed Point ◽  
Fixed Point Theorem ◽  
Point Theorem ◽  
Matrix Equation ◽  
Positive Definite ◽  
Nonlinear Matrix Equation ◽  
Positive Definite Solution ◽  
Hermitian Positive Definite Solution ◽  
The Matrix ◽  
Definite Solution

The nonlinear matrix equation,X-∑i=1mAi*XδiAi=Q,with-1≤δi<0is investigated. A fixed point theorem in partially ordered sets is proved. And then, by means of this fixed point theorem, the existence of a unique Hermitian positive definite solution for the matrix equation is derived. Some properties of the unique Hermitian positive definite solution are obtained. A residual bound of an approximate solution to the equation is evaluated. The theoretical results are illustrated by numerical examples.

scholarly journals Necessary and Sufficient Conditions for the Existence of a Positive Definite Solution for the Matrix Equation

2013 ◽  
Vol 2013 ◽  
pp. 1-7 ◽  
Author(s):  
Naglaa M. El-Shazly
Keyword(s):  
Matrix Equation ◽  
Sufficient Conditions ◽  
Positive Definite ◽  
Necessary And Sufficient Conditions ◽  
Identity Matrix ◽  
Positive Definite Solution ◽  
The Matrix ◽  
Necessary And Sufficient ◽  
Real Matrices ◽  
Definite Solution

In this paper necessary and sufficient conditions for the matrix equation to have a positive definite solution are derived, where , is an identity matrix, are nonsingular real matrices, and is an odd positive integer. These conditions are used to propose some properties on the matrices , . Moreover, relations between the solution and the matrices are derived.

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