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The perturbation bound for the solution of the Lyapunov equation. (English) Zbl 1146.15005

The author presents a new first order error bound for the Lyapunov equation \(AX +XA^*= - GG^*\) where \(A\) is perturbed to \(A+ \Delta A\). The new bound depends on the structure of \(G\) and can sometimes be sharper than the classical error bounds.

MSC:

15A24 Matrix equations and identities
15A45 Miscellaneous inequalities involving matrices
65F30 Other matrix algorithms (MSC2010)