On the perturbation estimates of the maximal solution for the matrix equation X + A T √ X −1 A = P | ||
Journal of the Egyptian Mathematical Society | ||
Volume 24, Issue 4, 2016, Pages 644-649 PDF (363.28 K) | ||
DOI: 10.1016/j.joems.2016.04.004 | ||
Author | ||
Naglaa M. El-Shazly | ||
Department of Mathematics, Faculty of Science, Menoufia University, Shebin El-Koom, Egypt | ||
Abstract | ||
In this paper we investigate the nonlinear matrix equation X + A T √ X −1 A = P, for the existence of positive definite solutions. Bounds for X −1L and X −1 are derived where X L is the maximal solution and X is any other positive definite solution of this matrix equation. A perturbation estimate for the maximal solution and an error bound for approximate solutions are derived. A numerical example is given to illustrate the reliability of the obtained results. | ||
Keywords | ||
Nonlinear matrix equation; Maximal positive solution; Iteration; Perturbation bound | ||
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