Abstract
This paper presents a new local perturbation bound for the continuous-time Lyapunov matrix equations, which is not formulated in terms of condition numbers. The new bound is a nonlinear, first order homogeneous function of the absolute perturbations in the data and is sharper than the linear local bounds based on condition numbers.
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© 2001 Springer-Verlag Berlin Heidelberg
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Lesecq, S., Barraud, A., Christov, N. (2001). On the Local Sensitivity of the Lyapunov Equations. In: Vulkov, L., Yalamov, P., Waśniewski, J. (eds) Numerical Analysis and Its Applications. NAA 2000. Lecture Notes in Computer Science, vol 1988. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-45262-1_61
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DOI: https://doi.org/10.1007/3-540-45262-1_61
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