Perturbation analysis and condition numbers of symmetric algebraic Riccati equations

DOI10.1016/j.automatica.2008.11.010zbMath1166.65337MaRDI QIDQ1023370

Sanzheng Qiao, Liangmin Zhou, Yi-Min Wei, Yi-Qin Lin

Publication date: 11 June 2009

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2008.11.010

zbMATH Keywords

numerical experiments; condition number; perturbation analysis; symmetric algebraic Riccati equation

Mathematics Subject Classification ID

15A24: Matrix equations and identities

65F35: Numerical computation of matrix norms, conditioning, scaling

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Uses Software

• LAPACK
• mctoolbox

Cites Work

• Error bounds for Newton refinement of solutions to algebraic Riccati equations
• New condition numbers for matrices and linear systems
• The Riccati equation
• Sensitivity analysis of the discrete-time algebraic Riccati equation
• Residual bounds of approximate solutions of the algebraic Riccati equation
• Residual bounds of approximate solutions of the discrete-time algebraic Riccati equation
• Condition numbers of algebraic Riccati equations in the Frobenius norm
• Mixed, Componentwise, and Structured Condition Numbers
• On mixed and componentwise condition numbers for Moore–Penrose inverse and linear least squares problems
• The Sensitivity of the Algebraic and Differential Riccati Equations
• Matrix Analysis
• A Schur method for solving algebraic Riccati equations
• Scaling for Numerical Stability in Gaussian Elimination
• Scaling of the discrete-time algebraic Riccati equation to enhance stability of the Schur solution method
• Perturbation Theory for Algebraic Riccati Equations
• Accuracy and Stability of Numerical Algorithms
• Backward error, sensitivity, and refinement of computed solutions of algebraic Riccati equations
• On a Newton-Like Method for Solving Algebraic Riccati Equations
• Convergence Analysis of Structure-Preserving Doubling Algorithms for Riccati-Type Matrix Equations
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