ON THE MINIMAL NONNEGATIVE SOLUTION OF NONSYMMETRIC ALGEBRAIC RICCATI EQUATION

• 来源期刊: 计算数学（英文版）
• 关键词: Nonsymmetric algebraic Riccati equation Minimal nonnegative solution Matrix sign function Quadratic matrix equation.
• 年，卷（期）: 2005,（3）
• 页码范围: 305-320
• 页数: 16页
• 语种: 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 X2 - EX - F -= 0 by connecting it with the nonsymmetric algebraic Riccati equation, where E is a diagonal matrix and F is an M-matrix.