A factored variant of the Newton iteration for the solution of algebraic Riccati equations via the matrix sign function (Q2249833): Difference between revisions

This paper deals with the algebraic Riccati equation(ARE) with factored terms, which appears in several important applications. The authors present a variant of the Newton iteration for the matrix sign function which results in an efficient numerical solver for this class of AREs. Experiment results with a collection of benchmark examples show that the accuracy of the proposed method is close to that of the conventional Newton iteration as well as the structure-preserving doubling method. High-performance implementations demonstrate the advantage of the new iteration.