@Article{JCM-23-3, author = {}, title = {On the Minimal Nonnegative Solution of Nonsymmetric Algebraic Riccati Equation}, journal = {Journal of Computational Mathematics}, year = {2005}, volume = {23}, number = {3}, pages = {305--320}, abstract = {
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.
}, issn = {1991-7139}, doi = {https://doi.org/2005-JCM-8817}, url = {https://global-sci.com/article/85151/on-the-minimal-nonnegative-solution-of-nonsymmetric-algebraic-riccati-equation} }