Normwise, mixed and componentwise condition numbers of nonsymmetric algebraic Riccati equations (Q949304)
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scientific article; zbMATH DE number 5354634
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| English | Normwise, mixed and componentwise condition numbers of nonsymmetric algebraic Riccati equations |
scientific article; zbMATH DE number 5354634 |
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Normwise, mixed and componentwise condition numbers of nonsymmetric algebraic Riccati equations (English)
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21 October 2008
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The authors investigate the normwise, mixed, and componentwise condition number of the minimal positive solution \(X\) for the Riccati equation \[ XCX-XD-AX+B = 0 \] and gives several estimates and perturbation bounds depending on the input matrices \(A\), \(B\), \(C\), and \(D\).
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condition number
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nonsymmetric algebraic Riccati equation
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minimal positive solution
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perturbation bounds
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0.93086505
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0.9244315
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0.91636115
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0.90332144
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0.9012607
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0.89913934
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