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
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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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