ON THE MINIMAL NONNEGATIVE SOLUTION OFNONSYMMETRIC ALGEBRAIC RICCATI EQUATION
在 NONSYMMETRIC 代数学的 RICCATIEQUATION 的最小的 NONNEGATIVE 答案上作者机构：LSECICMSECAcademyofMathematicsandSystemSciencesChineseAcademyofSciencesBeijing100080China
出 版 物：《Journal of Computational Mathematics》 (计算数学（英文）)
年 卷 期：2005年第23卷第3期
页 面：305-320页
核心收录：
学科分类：07[理学] 070102[理学-计算数学] 0701[理学-数学]
主 题：nonsymmetric algebraic riccati equation minimal nonnegative solution matrixsign function quadratic matrix equation
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.
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