中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
On the minimal nonnegative solution of nonsymmetric algebraic Riccati equation

文献类型:期刊论文

作者Guo, XX; Bai, ZZ
刊名JOURNAL OF COMPUTATIONAL MATHEMATICS
出版日期2005-05-01
卷号23期号:3页码:305-320
关键词nonsymmetric algebraic Riccati equation minimal nonnegative solution matrix sign function quadratic matrix equation
ISSN号0254-9409
英文摘要We study perturbation bound and structured condition number about the minimal nonnegative solution of nonsymmetric algebraic Riccati equation, obtaining a sharp perturbation bound and an accurate condition number. By using the matrix sign function method we present a new method for finding the minimal nonnegative solution of this algebraic Riccati equation. Based on this new method, we show how to compute the desired M-matrix solution of the quadratic matrix equation X-2 - EX - F = 0 by connecting it with the nonsymmetric algebraic Riccati equation, where E is a diagonal matrix and F is an M-matrix.
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000228808100007
出版者VSP BV
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/1654]  
专题计算数学与科学工程计算研究所
通讯作者Guo, XX
作者单位Chinese Acad Sci, Acad Math & Syst Sci, ICMSEC, LSEC, Beijing 100080, Peoples R China
推荐引用方式
GB/T 7714
Guo, XX,Bai, ZZ. On the minimal nonnegative solution of nonsymmetric algebraic Riccati equation[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,2005,23(3):305-320.
APA Guo, XX,&Bai, ZZ.(2005).On the minimal nonnegative solution of nonsymmetric algebraic Riccati equation.JOURNAL OF COMPUTATIONAL MATHEMATICS,23(3),305-320.
MLA Guo, XX,et al."On the minimal nonnegative solution of nonsymmetric algebraic Riccati equation".JOURNAL OF COMPUTATIONAL MATHEMATICS 23.3(2005):305-320.

入库方式: OAI收割

来源:数学与系统科学研究院

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