On two perturbation estimates of the extreme solutions to the equations X ± A*XA = Q |
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| Authors: | VI Hasanov IG Ivanov |
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| Institution: | a Laboratory of Mathematical Modelling, Faculty of Mathematics and Informatics, Shoumen University, 115 Universitetska str., Shoumen 9712, Bulgaria
b Faculty of Economics and Business Administration, Sofia University, Sofia 1113, Bulgaria |
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| Abstract: | Two perturbation estimates for maximal positive definite solutions of equations X + A*X−1A = Q and X − A*X−1A = Q are considered. These estimates are proved in Hasanov et al., Improved perturbation Estimates for the Matrix Equations X ± A*X−1A = Q, Linear Algebra Appl. 379 (2004) 113-135]. We derive new perturbation estimates under weaker restrictions on coefficient matrices of the equations. The theoretical results are illustrated by numerical examples. |
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| Keywords: | 15A24 65H05 47H14 |
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