Perturbation bounds for the nonlinear matrix equation X + A H X -1 A + B H X -1 B = I
作者： Ivan Popchev , Petko Petkov , Mihail Konstantinov , Vera Angelova
DOI: 10.1007/978-3-642-29843-1_17
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摘要: In this paper we make a complete perturbation analysis of the nonlinear matrix equation, where A and B are square complex matrices, denotes conjugate transpose I is identity matrix. We obtain local (first order) bounds non-local bound for solution to equation. The allow derive condition accuracy estimates computed solution, when using stable numerical algorithm solve
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