Backward error, sensitivity, and refinement of computed solutions of algebraic Riccati equations

DOI10.1002/nla.1680020104zbMath0829.65042OpenAlexW1987035720MaRDI QIDQ4840003

Ali R. Ghavimi, Alan J. Laub

Publication date: 18 July 1995

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nla.1680020104

zbMATH Keywords

sensitivitylinear systemsconditioningmatrix equationsrefinementLyapunov equationsalgebraic Riccati equationscondition numbersSylvester equationssensitivity measurebackward error criterion

Mathematics Subject Classification ID

Related Items (10)

Backward errors and small-sample condition estimation for ⋆-Sylveter equations ⋮ Reduced basis approximation of large scale parametric algebraic Riccati equations ⋮ Backward error for the discrete-time algebraic Riccati equation ⋮ Closed-form solutions to Sylvester-conjugate matrix equations ⋮ Numerical solution of a class of third order tensor linear equations ⋮ On the \(\star\)-Sylvester equation \(AX\pm X^{\star} B^{\star} = C\) ⋮ Perturbation analysis and condition numbers of symmetric algebraic Riccati equations ⋮ How to decompose semi-definite discrete-time algebraic Riccati equations ⋮ A note on the \(\top\)-Stein matrix equation ⋮ A survey of nonsymmetric Riccati equations

Cites Work

• On the Compatibility of a Given Solution With the Data of a Linear System
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