Publication detail

Discrete Riccati matrix equation and the order preserving property

ŠTOUDKOVÁ RŮŽIČKOVÁ, V.

Original Title

Discrete Riccati matrix equation and the order preserving property

Type

journal article in Web of Science

Language

English

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

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

Authors

ŠTOUDKOVÁ RŮŽIČKOVÁ, V.

Released

3. 2. 2021

Publisher

Elsevier

ISBN

0024-3795

Periodical

LINEAR ALGEBRA AND ITS APPLICATIONS

Year of study

618

Number

6

State

United States of America

Pages from

58

Pages to

75

Pages count

18

URL

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

Full text in the Digital Library

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"
}