Table 1 Relative errors and perturbation bounds
From: Perturbation analysis of the stochastic algebraic Riccati equation
j | Relative error |
|
|---|---|---|
5 | 6.28 × 10−5 | 5.74 × 10−4 |
6 | 6.34 × 10−6 | 5.22 × 10−5 |
7 | 1.14 × 10−6 | 8.42 × 10−6 |
8 | 1.61 × 10−7 | 7.42 × 10−7 |
9 | 1.05 × 10−8 | 5.58 × 10−8 |