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Normwise, mixed and componentwise condition numbers of nonsymmetric algebraic Riccati equations |
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| Authors: | Yiqin Lin Yimin Wei |
| Affiliation: | 1. Department of Mathematics and Computational Science, Hunan University of Science and Engineering, Yongzhou, 425100, Hunan Province, People’s Republic of China 2. Institute of Mathematics, School of Mathematical Sciences, Fudan University, Shanghai, 200433, People’s Republic of China 3. Key Laboratory of Mathematics for Nonlinear Sciences (Fudan University), Ministry of Education, Shanghai, People’s Republic of China |
| 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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