Detail publikace

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

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.

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.

Plný text v Digitální knihovně

Dokumenty

BibTex


@article{BUT168953,
  author="Viera {Štoudková Růžičková}",
  title="Discrete Riccati matrix equation and the order preserving property",
  annote="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.",
  address="Elsevier",
  chapter="168953",
  doi="10.1016/j.laa.2021.01.021",
  howpublished="online",
  institution="Elsevier",
  number="6",
  volume="618",
  year="2021",
  month="february",
  pages="58--75",
  publisher="Elsevier",
  type="journal article in Web of Science"
}