首页 | 本学科首页   官方微博 | 高级检索  
     检索      


On the Minimal Nonnegative Solution of Nonsymmetric Algebraic Riccati Equation
Authors:Xiao-Xia Guo & Zhong-Zhi Bai
Abstract:We study perturbation bound and structured condition number about the minimal nonnegative solution of nonsymmetric algebraic Riccati equation, obtaining a sharp perturbation 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 algebraic Riccati equation. Based on this new method, we show how to compute the desired $M$-matrix solution of the quadratic matrix equation $X^2-EX-F=0$ by connecting it with the nonsymmetric algebraic Riccati equation, where $E$ is a diagonal matrix and $F$ is an $M$-matrix.
Keywords:Nonsymmetric algebraic Riccati equation  Minimal nonnegative solution  Matrix sign function  Quadratic matrix equation  
本文献已被 维普 万方数据 等数据库收录!
点击此处可从《计算数学(英文版)》浏览原始摘要信息
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号