Publication detail
Discrete Riccati matrix equation and the order preserving property
ŠTOUDKOVÁ RŮŽIČKOVÁ, V.
English title
Discrete Riccati matrix equation and the order preserving property
Type
WoS Article
Language
en
Original abstract
It is known that if a symmetric matrix differential equation has the order preserving property and the matrix dimension is at least 2, then this equation is the Riccati matrix differential equation (see A.N. Stokes, A special property of the matrix Riccati equation, Bull. Austral. Math. Soc., 1974). In this paper we prove that a similar statement holds for discrete matrix equations as well. In the proof we use a new approach, in which we extend a discrete function to a continuous one by using the iteration theory and then apply the known result for the continuous case.
Keywords in English
Riccati matrix equation, order preserving property, symplectic matrix, iteration
Released
2021-02-03
Publisher
Elsevier
ISSN
0024-3795
Journal
LINEAR ALGEBRA AND ITS APPLICATIONS
Volume
618
Number
6
Pages from–to
58–75
Pages count
18
BIBTEX
@article{BUT168953,
author="Viera {Štoudková Růžičková}",
title="Discrete Riccati matrix equation and the order preserving property",
journal="LINEAR ALGEBRA AND ITS APPLICATIONS",
year="2021",
volume="618",
number="6",
pages="58--75",
doi="10.1016/j.laa.2021.01.021",
issn="0024-3795",
url="https://www.sciencedirect.com/science/article/pii/S0024379521000409"
}