Condition and error estimates in the solution of matrix equations in control

摘要

The condition number estimation and the computation of sresidual based forward error estmates in the numerical solution of matrix algebraic continuous-time and discrete-time Lyapunov and Riccati equations is considered. The estimates implemented involve the solution of triangular Lyapunov equations alogn with usage of the LAPACK norm estimator. Results of numerical experiments demonstrating the performance of the estimates proposed are presented.