Normwise, mixed and componentwise condition numbers of nonsymmetric algebraic Riccati equations
type: Item
instance of: scholarly article
title: Normwise, mixed and componentwise condition numbers of nonsymmetric algebraic Riccati equations
zbMATH Open document ID: 1160.15016
author: Yimin Wei
author: Yiqin Lin
published in: Journal of Applied Mathematics and Computing
publication date: 2008-10-21T00:00:00Z
review text: 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 \(D\).
reviewed by: Frank Uhlig
Mathematics Subject Classification ID: 15A24
Mathematics Subject Classification ID: 15A12
zbMATH DE Number: 5354634
zbMATH Keywords: condition number
zbMATH Keywords: nonsymmetric algebraic Riccati equation
zbMATH Keywords: minimal positive solution
zbMATH Keywords: perturbation bounds
MaRDI profile type: Publication
full work available at URL: s12190-008-0061-4
OpenAlex ID: W2082452381
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DOI: 10.1007/S12190-008-0061-4
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description: scientific article; zbMATH DE number 5354634