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On Hermitian positive definite solution of nonlinear matrix equation X plus A* X-2 A = Q
Guo, XX
2005-09-01
发表期刊JOURNAL OF COMPUTATIONAL MATHEMATICS
ISSN0254-9409
卷号23期号:5页码:513-526
摘要Based on the fixed-point theory, we study the existence and the uniqueness of the maximal Hermitian positive definite solution of the nonlinear matrix equation X + A* X-2 A = Q, where Q is a square Hermitian positive definite matrix and A* is the conjugate transpose of the matrix A. We also demonstrate some essential properties and analyze the sensitivity of this solution. In addition, we derive computable error bounds about the approximations to the maximal Hermitian positive definite solution of the nonlinear matrix equation X + A* X-2 A = Q. At last, we further generalize these results to the nonlinear matrix equation X + A* X-n A = Q, where n >= 2 is a given positive integer.
关键词nonlinear matrix equation Hermitian positive definite solution sensitivity analysis error bound
语种英语
WOS研究方向Mathematics
WOS类目Mathematics, Applied ; Mathematics
WOS记录号WOS:000232012900006
出版者VSP BV
引用统计
文献类型期刊论文
条目标识符http://ir.amss.ac.cn/handle/2S8OKBNM/1042
专题中国科学院数学与系统科学研究院
通讯作者Guo, XX
作者单位Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
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Guo, XX. On Hermitian positive definite solution of nonlinear matrix equation X plus A* X-2 A = Q[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,2005,23(5):513-526.
APA Guo, XX.(2005).On Hermitian positive definite solution of nonlinear matrix equation X plus A* X-2 A = Q.JOURNAL OF COMPUTATIONAL MATHEMATICS,23(5),513-526.
MLA Guo, XX."On Hermitian positive definite solution of nonlinear matrix equation X plus A* X-2 A = Q".JOURNAL OF COMPUTATIONAL MATHEMATICS 23.5(2005):513-526.
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