Perturbation analysis and condition numbers of symmetric algebraic Riccati equations

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

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

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

Related Items

Condition number and backward errors of nonsymmetric algebraic Riccati equation, Mixed and componentwise condition numbers of nonsymmetric algebraic Riccati equation, On mixed and componentwise condition numbers for indefinite least squares problem, Two kinds of condition numbers for the quadratic matrix equation, Perturbation analysis of a quadratic matrix equation associated with an \(M\)-matrix

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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