On the perturbation analysis of the maximal solution for the matrix equation X− X i¼1 m A i X−1Ai þX n j¼1 B j X−1 Bj ¼ I

Authors

Department of Mathematics and Computer Science, Faculty of Science, Menoufia University, Shebein El-Koom, Egypt

Abstract

In this paper, we study the perturbation estimate of the maximal solution for
the matrix equation X−
X
i¼1
m
A
i X−1 Ai þXn
j¼1
B
j X−1 Bj ¼ I using the differentiation of
matrices. We derive the differential bound for this maximal solution. Moreover, we
present a perturbation estimate and an error bound for this maximal solution. Finally, a
numerical example is given to clarify the reliability of our obtained results.

Keywords