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

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.