Riccati matrix differential equation and the discrete order preserving property

Viera Štoudková Růžičková

Address: Institute of Mathematics, Faculty of Mechanical Engineering, Brno University of Technology, Technická 2, 616 69 Brno, Czech Republic

E-mail: ruzickova@fme.vutbr.cz

Abstract: In this paper we recall discrete order preserving property related to the discrete Riccati matrix equation. We present results obtained by applying this property to the solutions of the Riccati matrix differential equation.

AMSclassification: primary 34A40; secondary 39A22.

Keywords: Riccati matrix equation, order preserving property, symplectic matrix.

DOI: 10.5817/AM2023-1-125