Journal article
Structured condition numbers and small sample condition estimation of symmetric algebraic Riccati equations
Abstract
This paper is devoted to a structured perturbation analysis of the symmetric algebraic Riccati equations by exploiting the symmetry structure. Based on the analysis, the upper bounds for the structured normwise, mixed and componentwise condition numbers are derived. Due to the exploitation of the symmetry structure, our results are improvements of the previous work on the perturbation analysis and condition numbers of the symmetric algebraic …
Authors
Diao H-A; Liu D; Qiao S
Journal
Applied Mathematics and Computation, Vol. 314, , pp. 80–97
Publisher
Elsevier
Publication Date
December 2017
DOI
10.1016/j.amc.2017.06.028
ISSN
0096-3003