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, Page 644-649 PDF (363.28 K) | ||||
DOI: 10.1016/j.joems.2016.04.004 | ||||
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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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