Detail publikačního výsledku

Discrete Riccati matrix equation and the order preserving property

ŠTOUDKOVÁ RŮŽIČKOVÁ, V.

Originální název

Discrete Riccati matrix equation and the order preserving property

Anglický název

Discrete Riccati matrix equation and the order preserving property

Druh

Článek WoS

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.

Anglický 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

Riccati matrix equation, order preserving property, symplectic matrix, iteration

Klíčová slova v angličtině

Riccati matrix equation, order preserving property, symplectic matrix, iteration

Autoři

ŠTOUDKOVÁ RŮŽIČKOVÁ, V.

Rok RIV

2021

Vydáno

03.02.2021

Nakladatel

Elsevier

ISSN

0024-3795

Periodikum

LINEAR ALGEBRA AND ITS APPLICATIONS

Svazek

618

Číslo

6

Stát

Spojené státy americké

Strany od

58

Strany do

75

Strany počet

18

URL

https://www.sciencedirect.com/science/article/pii/S0024379521000409

Plný text v Digitální knihovně

http://hdl.handle.net/11012/201671

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"
}

Dokumenty

riccati_opp-1-2021
S0024379521000409_accepted