Normwise, mixed and componentwise condition numbers of nonsymmetric algebraic Riccati equations

DOI10.1007/s12190-008-0061-4zbMath1160.15016OpenAlexW2082452381MaRDI QIDQ949304

Yi-Min Wei, Yi-Qin Lin

Publication date: 21 October 2008

Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12190-008-0061-4

zbMATH Keywords

condition numberminimal positive solutionperturbation boundsnonsymmetric algebraic Riccati equation

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Conditioning of matrices (15A12)

Related Items (4)

Condition numbers and backward error of a matrix polynomial equation arising in stochastic models ⋮ Accurate solutions of \(M\)-matrix algebraic Riccati equations ⋮ On the loss of orthogonality in the second-order Arnoldi process ⋮ On mixed and componentwise condition numbers for indefinite least squares problem

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