Perturbation Bounds for Certain Matrix Expressions and Numerical Solution of Matrix Equations
The paper deals with the derivation of improved perturbation bounds for the matrix expression Open image in new window and their application to the sensitivity analysis and the solution of fractional–affine matrix equations. An estimate of the overall error in the solution of matrix equations is also given.
KeywordsMatrix Equation Compute Solution Matrix Expression Algebraic Riccati Equation Perturbation Bound
Unable to display preview. Download preview PDF.
- 1.Grebenikov, E., Ryabov, Y.: Constructive Methods for Analysis of Nonlinear Systems. Nauka, Moscow (1979) (in Russian)Google Scholar
- 4.Konstantinov, M., Petkov, P.: Note on Perturbation theory for algebaic Riccati equations (SIAM J. Matrix Anal. Appl. 19, 39–65, by J.G. Sun (1998)). SIAM J. Matrix Anal. Appl. 21, 327 (1999)Google Scholar
- 7.Lika, D., Ryabov, Y.: Iterative Methods and Lyapunov Majorant Equations in Non–Linear Osillation Theory. Shtiinca, Kishinev (in Russian) (1974)Google Scholar