摘要
研究摄动离散矩阵Lyapunov方程解的向后误差,利用矩阵Kronecker积的性质以及矩阵范数的性质,给出方程近似解的向后误差界,最后通过数值例子说明解的向后稳定性.
The backward error of the solution to the perturbed discrete matrix Lyapunov equation is studied. The backward error bounds of the approximation positive definite solution to the equation are presented by using the property of matrix Kronecker products and matrix norms. Finally, the stability of above results is shown by a numerical example.
出处
《应用数学》
CSCD
北大核心
2014年第1期185-189,共5页
Mathematica Applicata
基金
国家自然科学基金资助项目(40975037)
关键词
离散矩阵Lyapunov方程
向后误差
扰动
正定近似解
Discrete matrix Lyapunov equation
Backward error
Perturbation
Approxi- mation positive definite solution
