Mixed and componentwise condition numbers of nonsymmetric algebraic Riccati equation

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摘要

In this paper, the mixed and componentwise condition numbers of nonsymmetric algebraic Riccati equation are considered. The explicit expressions of two kinds of condition numbers are derived in the uniform manner, and the upper bounds are proposed. Some simple numerical experiments show that the mixed and componentwise condition numbers can be sharp.

论文关键词:Nonsymmetric algebraic Riccati equation,Mixed and componentwise,Condition number

论文评审过程:Available online 9 February 2012.

论文官网地址:https://doi.org/10.1016/j.amc.2012.01.026