ON THE MINIMAL NONNEGATIVE SOLUTION OF NONSYMMETRIC ALGEBRAIC RICCATI EQUATION
查看参考文献18篇
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文摘
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We study perturbation bound and structured condition number about the minimal nonnegative solution of nonsymmetric algebraic Riccati equation, obtaining a sharp per-turbation bound and an accurate condition number. By using the matrix sign function method we present a new method for finding the minimal nonnegative solution of this al-gebraic Riccati equation. Based on this new method, we show how to compute the desired M-rnatrix solution of the quadratic matrix equation X2 - EX - F - 0 by connecting it with the nonsymmetric algebraic Riccati equation, where E is a diagonal matrix and F is an M-matrix. |
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来源
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Journal of Computational Mathematics
,2005,23(3):305-320 【核心库】
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关键词
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Nonsymmetric algebraic Riccati equation
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Minimal nonnegative solution
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Ma-trix sign function
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Quadratic matrix equation
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地址
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ICMSEC, Academy of Mathematics and System Sciences, Chinese Academy of Sciences, LSEC(State Key Laboratory of Scientific and Engineering Computing), Beijing, 100080
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语种
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英文 |
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文献类型
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研究性论文 |
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ISSN
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0254-9409 |
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学科
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数学 |
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基金
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国家973计划
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国家自然科学基金
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文献收藏号
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CSCD:1991631
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