Perturbation analysis of the maximal solution of the matrix equation X+A∗X−1A=P

By Ji-guang Sun, Shufang Xu. 2001

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Consider the nonlinear matrix equation X + A*X(-1)A = P, where A, P are n x n complex matrices with P Hermitian positive definite, and A* denotes the conjugate transpose of a matrix A. In this pape ...

Subfields: Applied Mathematics, Computational Theory and Mathematics, Numerical Analysis

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