Perturbation Analysis for the Matrix Equation X−∑i=1mAi∗XAi+∑j=1nBj∗XBj=I
Xuefeng Duan, Qing-Wen Wang · Journal of Applied Mathematics · 2012
We consider the perturbation analysis of the matrix equation . Based on the matrix differentiation, we first give a precise perturbation bound for the positive definite solution. A numerical example is presented to illustrate the sharpness of the perturbation bound.