Solutions and perturbation estimates for the matrix equations X±A∗X−nA=Q

摘要

In this paper we investigate the equations X±A∗X−nA=Q for the existence of positive definite solutions and perturbation bounds for these solutions are derived. A sufficient condition for uniqueness of a unique positive definite solution of the equation X−A∗X−nA=Q is given. The results are illustrated by using numerical examples.