Perturbation Analysis for the Matrix Equation X−∑i=1mAi∗XAi+∑j=1nBj∗XBj=I

الملخص EN

We consider the perturbation analysis of the matrix equation X−∑i=1mAi∗XAi+∑j=1nBj∗XBj=I.

Based on the matrix differentiation, we first give a precise perturbation bound for the positive definite solution.

A numerical example is presented to illustrate the sharpness of the perturbation bound.