Backward Perturbation Analysis for the Matrix Equation A^TXA+B^TYB=D
Backward Perturbation Analysis for the Matrix Equation A^TXA+B^TYB=D作者机构:Department of Mathematics Nanjing University of Information Science and Technology Nanjing 210044 China
出 版 物:《Acta Mathematicae Applicatae Sinica》 (应用数学学报(英文版))
年 卷 期:2011年第27卷第2期
页 面:281-288页
核心收录:
学科分类:0711[理学-系统科学] 07[理学] 070104[理学-应用数学] 071101[理学-系统理论] 0701[理学-数学]
基 金:Supported by the National Natural Science Foundation of China(No.40975037)
主 题:matrix equation backward error approximate solution
摘 要:Consider the linear matrix equation ATXA -k BTYB = D, where AB are n × n real matrices and D symmetric positive semi-definite matrix. In this paper, the normwise backward perturbation bounds for the solution of the equation are derived by applying the Brouwer fixed-point theorem and the singular value decomposition as well as the property of Kronecker product. The results are illustrated by two simple numerical examples.