The purpose of this paper is to study the perturbation analysis of the matrix equation $X=I-A^*X^{-1}A+B^*X^{-1}B$. Based on the matrix differentiation, we give a precise perturbation bound for the positive definite solution. A numerical example is pr...
The purpose of this paper is to study the perturbation analysis of the matrix equation $X=I-A^*X^{-1}A+B^*X^{-1}B$. Based on the matrix differentiation, we give a precise perturbation bound for the positive definite solution. A numerical example is presented to illustrate the shrpness of the perturbation bound.