Matrix-valued continued fractions

We discuss the properties of matrix-valued continued fractions based on Samelson inverse. We begin to establish a recurrence relation for the approximants of matrix-valued continued fractions. Using this recurrence relation, we obtain a formula for the difference between mth and nth approximants of...

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Bibliographic Details
Published inJournal of approximation theory Vol. 120; no. 1; pp. 136 - 152
Main Authors Zhao, Huan-xi, Zhu, Gongqin
Format Journal Article
LanguageEnglish
Published Elsevier Inc 2003
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Summary:We discuss the properties of matrix-valued continued fractions based on Samelson inverse. We begin to establish a recurrence relation for the approximants of matrix-valued continued fractions. Using this recurrence relation, we obtain a formula for the difference between mth and nth approximants of matrix-valued continued fractions. Based on this formula, we give some necessary and sufficient conditions for the convergence of matrix-valued continued fractions, and at the same time, we give the estimate of the rate of convergence. This paper shows that some famous results in the scalar case can be generalized to the matrix case, even some of them are exact generalizations of the scalar results.
ISSN:0021-9045
1096-0430
DOI:10.1016/S0021-9045(02)00016-3