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

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.

2013 ◽  
Vol 2013 ◽  
pp. 1-8 ◽  
Author(s):  
Jing Li ◽  
Yuhai Zhang

This paper studies the sensitivity analysis of a nonlinear matrix equation connected to interpolation problems. The backward error estimates of an approximate solution to the equation are derived. A residual bound of an approximate solution to the equation is obtained. A perturbation bound for the unique solution to the equation is evaluated. This perturbation bound is independent of the exact solution of this equation. The theoretical results are illustrated by numerical examples.


2014 ◽  
Vol 2014 ◽  
pp. 1-8 ◽  
Author(s):  
Chun-Mei Li ◽  
Jing-Jing Peng

We consider the Hermitian positive definite solution of the nonlinear matrix equation X=Q+∑i=1mAi(B+X-1)-1Ai*. Some new sufficient conditions and necessary conditions for the existence of Hermitian positive definite solutions are derived. An iterative method is proposed to compute the Hermitian positive definite solution. In the end, an example is used to illustrate the correctness and application of our results.


2012 ◽  
Vol 450-451 ◽  
pp. 158-161
Author(s):  
Dong Jie Gao

We consider the positive definite solution of the nonlinear matrix equation . We prove that the equation always has a unique positive definite solution. The iteration method for the equation is given.


2014 ◽  
Vol 2014 ◽  
pp. 1-8 ◽  
Author(s):  
Jing Li ◽  
Yuhai Zhang

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.


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