Conditioning and error estimation in the numerical solution of matrix Riccati equations

被引：0
|
作者：
Petkov, PH [1 ]
Konstantinov, MM
Christov, ND
机构：
[1] Tech Univ Sofia, Sofia 1000, Bulgaria
[2] Univ Architecture & Civil Engn, Sofia 1421, Bulgaria
来源：
NUMERICAL ANALYSIS AND ITS APPLICATIONS | 2005年 / 3401卷
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D O I：
暂无
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
The paper deals with the condition number estimation and the computation of residual-based forward error estimates in the numerical solution of the matrix Riccati equations. Efficient, LAPACK-based condition and error estimators are proposed involving the solution of triangular Lyapunov equations along with one-norm computation.
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页码：448 / 455
页数：8
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