Perturbation analysis for the complex matrix equation Q ± A^HX^pA - X = 0

Abstract

We study the sensitivity of the solution of a general type matrix equation Q ± AHXpA - X = 0. Local and nonlocal perturbation bounds are derived. The results are obtained using the technique of Lyapunov majorants and fixed point principles. A numerical example is given.

Keywords

• Perturbation bounds
• Sensitivity analysis
• Nonlinear matrix equations