Positive definite solutions and perturbation analysis of a class of nonlinear matrix equations

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• 作者：Liang Fang ; Sanyang Liu ; Xiaoyan Yin
• 关键词：Nonlinear matrix equation ; Positive definite solution ; Perturbation analysis ; Coupled fixed point theorem ; Condition number
• 刊名：Journal of Applied Mathematics and Computing
• 出版年：2017
• 出版时间：February 2017
• 年：2017
• 卷：53
• 期：1-2
• 页码：245-269
• 全文大小：
• 刊物类别：Mathematics and Statistics
• 刊物主题：Computational Mathematics and Numerical Analysis; Appl.Mathematics/Computational Methods of Engineering; Theory of Computation; Mathematics of Computing;
• 出版者：Springer Berlin Heidelberg
• ISSN：1865-2085
• 卷排序：53

文摘

In this paper, we consider a class of nonlinear matrix equation of the type \(X+\sum _{i=1}^mA_i^{*}X^{-q}A_i-\sum _{j=1}^nB_{j}^{*}X^{-r}B_j=Q\), where \(0<q,\,r\le 1\) and Q is positive definite. Based on the Schauder fixed point theorem and Bhaskar–Lakshmikantham coupled fixed point theorem, we derive some sufficient conditions for the existence and uniqueness of the positive definite solution to such equations. An iterative method is provided to compute the unique positive definite solution. A perturbation estimation and the explicit expression of Rice condition number of the unique positive definite solution are also established. The theoretical results are illustrated by numerical examples.