Normwise, mixed and componentwise condition numbers of nonsymmetric algebraic Riccati equations
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 \(D\).
scientific article; zbMATH DE number 5354634
scientific article