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Condition number and backward errors of nonsymmetric algebraic Riccati equation
Liu, Lan-dong ; Xu, Shu-fang
2014
关键词Nonsymmetric algebraic Riccati equation Perturbation analysis Condition number Backward error M-matrix Minimal nonnegative solution PERTURBATION ANALYSIS DOUBLING-ALGORITHM
英文摘要The normwise condition number and two kinds of backward errors are considered when nonsymmetric algebraic Riccati equation (NARE) has the minimal nonnegative solution. Based on the techniques for the symmetric case, we apply the condition number theory developed by Rice to define condition number for NARE. The explicit expression is derived in a uniform manner. Meanwhile, two kinds of backward errors are defined and evaluated by the explicit formulas. Numerical experiments are listed to illustrate and compare the practical performance. (C) 2014 Elsevier Inc. All rights reserved.; Mathematics, Applied; SCI(E); EI; 0; ARTICLE; Liuld@cumtb.edu.cn; 716-728; 242
语种英语
出处EI ; SCI
出版者applied mathematics and computation
内容类型其他
源URL[http://hdl.handle.net/20.500.11897/209051]  
专题数学科学学院
推荐引用方式
GB/T 7714
Liu, Lan-dong,Xu, Shu-fang. Condition number and backward errors of nonsymmetric algebraic Riccati equation. 2014-01-01.
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