Perturbation analysis for the matrix equations \(X\pm A^*X^{-1}A=I\). (English) Zbl 1181.15017
The authors give some new perturbation bounds for Hermitian positive definite solutions to the matrix equation \(X\pm A^*X^{-1}A=I\). Two numerical examples are also given to illustrate the results in this paper.
Reviewer: Qing-Wen Wang (Shanghai)
MSC:
15A24 | Matrix equations and identities |
15B48 | Positive matrices and their generalizations; cones of matrices |
15B57 | Hermitian, skew-Hermitian, and related matrices |
15A60 | Norms of matrices, numerical range, applications of functional analysis to matrix theory |