Detail publikace
Discrete Riccati matrix equation and the order preserving property
ŠTOUDKOVÁ RŮŽIČKOVÁ, V.
Anglický název
Discrete Riccati matrix equation and the order preserving property
Typ
Článek WoS
Jazyk
en
Originální abstrakt
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.
Klíčová slova anglicky
Riccati matrix equation, order preserving property, symplectic matrix, iteration
Vydáno
2021-02-03
Nakladatel
Elsevier
ISSN
0024-3795
Časopis
LINEAR ALGEBRA AND ITS APPLICATIONS
Ročník
618
Číslo
6
Strany od–do
58–75
Počet stran
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"
}