Abstract
This paper is devoted to the perturbation analysis for nonsymmetric algebraic Riccati equations. The upper bounds for the normwise, mixed and componentwise condition numbers are presented. The results are illustrated by numerical examples.
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Yiqin Lin is supported by Scientific Research Startup Foundation of Hunan University of Science and Engineering for Young Teacher. Yimin Wei is supported by the National Natural Science Foundation of China under grant 10471027 and Shanghai Education Committee.
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Lin, Y., Wei, Y. Normwise, mixed and componentwise condition numbers of nonsymmetric algebraic Riccati equations. J. Appl. Math. Comput. 27, 137–147 (2008). https://doi.org/10.1007/s12190-008-0061-4
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DOI: https://doi.org/10.1007/s12190-008-0061-4