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Nonrecursive solution for the discrete algebraic Riccati equation and X + A*X -1 A=L

Maria Adam, Nicholas Assimakis (2015)

Open Mathematics

In this paper, we present two new algebraic algorithms for the solution of the discrete algebraic Riccati equation. The first algorithm requires the nonsingularity of the transition matrix and is based on the solution of a standard eigenvalue problem for a new symplectic matrix; the proposed algorithm computes the extreme solutions of the discrete algebraic Riccati equation. The second algorithm solves the Riccati equation without the assumption of the nonsingularity of the transition matrix; the...

Nonsingularity and P -matrices.

Jiří Rohn (1990)

Aplikace matematiky

New proofs of two previously published theorems relating nonsingularity of interval matrices to P -matrices are given.

Nonsingularity, positive definiteness, and positive invertibility under fixed-point data rounding

Jiří Rohn (2007)

Applications of Mathematics

For a real square matrix A and an integer d 0 , let A ( d ) denote the matrix formed from A by rounding off all its coefficients to d decimal places. The main problem handled in this paper is the following: assuming that A ( d ) has some property, under what additional condition(s) can we be sure that the original matrix A possesses the same property? Three properties are investigated: nonsingularity, positive definiteness, and positive invertibility. In all three cases it is shown that there exists a real number...

Norm attaining bilinear forms on C*-algebras

J. Alaminos, R. Payá, A. R. Villena (2003)

Studia Mathematica

We give a sufficient condition on a C*-algebra to ensure that every weakly compact operator into an arbitrary Banach space can be approximated by norm attaining operators and that every continuous bilinear form can be approximated by norm attaining bilinear forms. Moreover we prove that the class of C*-algebras satisfying this condition includes the group C*-algebras of compact groups.

Norm estimates for solutions of matrix equations AX-XB=C and X-AXB=C

Michael I. Gil' (2014)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

Let A, B and C be matrices. We consider the matrix equations Y-AYB=C and AX-XB=C. Sharp norm estimates for solutions of these equations are derived. By these estimates a bound for the distance between invariant subspaces of matrices is obtained.

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