arXiv · math/0210032
On the existence of solutions to the operator Riccati equation and the tanΘtheorem
Abstract
Let A and C be self-adjoint operators such that the spectrum of A lies in a gap of the spectrum of C and let d>0 be the distance between the spectra of A and C. We prove that under these assumptions the sharp value of the constant c in the condition ||B||<cd guaranteeing the existence of a (bounded) solution to the operator Riccati equation XA-CX+XBX=B^* is equal to \sqrt{2}. We also prove an extension of the Davis-Kahan \tanΘtheorem and provide a sharp estimate for the norm of the solution to the Riccati equation. If C is bounded, we prove, in addition, that the solution X is a strict contraction if B satisfies the condition ||B||<d, and that this condition is sharp.
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Vadim Kostrykin, Konstantin A. Makarov, Alexander K. Motovilov. 2003-05-29. On the existence of solutions to the operator Riccati equation and the tanΘtheorem. https://doi.org/10.1007/s00020-003-1248-6
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