Table 2 Relative errors, perturbation bounds and relative condition numbers
From: Perturbation analysis of the stochastic algebraic Riccati equation
m | Relative error |
|
|
|---|---|---|---|
1 | 5.94 × 10−15 | 1.64 × 10−14 | 5.84 × 101 |
2 | 5.28 × 10−14 | 9.47 × 10−14 | 5.56 × 102 |
3 | 4.75 × 10−13 | 7.85 × 10−13 | 5.56 × 103 |
4 | 4.58 × 10−12 | 7.40 × 10−12 | 5.56 × 104 |
5 | 4.85 × 10−11 | 7.26 × 10−11 | 5.56 × 105 |
6 | 4.56 × 10−10 | 7.22 × 10−10 | 5.57 × 106 |
7 | 4.69 × 10−9 | 8.61 × 10−9 | 5.57 × 107 |