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

关键词：

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.

引用

页码：448 / 455

页数：8

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