Perturbation analysis of a quadratic matrix equation associated with an M-matrix

• Autores: Lan-dong Liu
• Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 260, Nº 1, 2014, págs. 410-419
• Idioma: inglés
• DOI: 10.1016/j.cam.2013.10.011
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• Resumen

  • This paper is devoted to the perturbation analysis for the quadratic matrix equation X2 - EX -F = 0, where E is a diagonal matrix and F is anM-matrix. The quadratic matrix equation of this type arises in noisy Wiener�Hopf problems for Markov chains. The solution of practical interest is a particular M-matrix solution. In this paper the perturbation bound of the M-matrix solution is presented, meanwhile the residual bound for an approximate solution to the M-matrix solution is obtained. The theoretical results are illustrated by using simple numerical examples.