Experts has a new look! Let us know what you think of the updates.

Provide feedback
Home
Scholarly Works
Structured condition numbers and small sample...
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