| ON THE MINIMAL NONNEGATIVE SOLUTION OF ONSYMMETRIC ALGEBRAIC RICCATI EQUATION |
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| 作者姓名： | Xiao-xia Guo Zhong-zhi Bai |
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| 作者单位： | LSEC，ICMSEC，Academy of Mathematics and System Sciences，Chinese Academy of Sciences，Beijing 100080，China |
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| 基金项目： | Subsidized by the Special Funds For Major State Basic Research Projects G1999032803，the National Natural Science Foundation No.10471146,China. |
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| 摘 要： | We study perturbation bound and structured condition number about the minimalnonnegative solution of nonsymmetric algebraic Riccati equation,obtaining a sharp per-turbation bound and an accurate condition number.By using the matrix sign functionmethod 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 desiredM-matrix solution of the quadratic matrix equation X~2-EX-F=0 by connecting itwith the nonsymmetric algebraic Riccati equation,where E is a diagonal matrix and F isan M-matrix.
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ON THE MINIMAL NONNEGATIVE SOLUTION OF ONSYMMETRIC ALGEBRAIC RICCATI EQUATION |
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| Xiao-xia Guo Zhong-zhi Bai.ON THE MINIMAL NONNEGATIVE SOLUTION OF ONSYMMETRIC ALGEBRAIC RICCATI EQUATION[J].Journal of Computational Mathematics,2005(3). |
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| Authors: | Xiao-xia Guo Zhong-zhi Bai |
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| Abstract: | We study perturbation bound and structured condition number about the minimalnonnegative solution of nonsymmetric algebraic Riccati equation,obtaining a sharp per-turbation bound and an accurate condition number.By using the matrix sign functionmethod 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 desiredM-matrix solution of the quadratic matrix equation X~2-EX-F=0 by connecting itwith the nonsymmetric algebraic Riccati equation,where E is a diagonal matrix and F isan M-matrix. |
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| Keywords: | Nonsymmetric algebraic Riccati equation Minimal nonnegative solution Matrix sign function Quadratic matrix equation |
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