On the perturbation estimates of the maximal solution for the matrix equation X + A T √ X −1 A = P

Author

Department of Mathematics, Faculty of Science, Menoufia University, Shebin El-Koom, Egypt

Abstract

In this paper we investigate the nonlinear matrix equation X + A T

X −1 A = P, for the
existence of positive definite solutions. Bounds for  X −1L
 and  X −1  are derived where X L is the
maximal solution and X is any other positive definite solution of this matrix equation. A perturbation
estimate for the maximal solution and an error bound for approximate solutions are derived. A
numerical example is given to illustrate the reliability of the obtained results.

Keywords