The asymptotic analysis of the structure-preserving doubling algorithms (Q2402456)

Structure-preserving doubling algorithms (SDA) are frequently employed for obtaining stabilizing solutions of both the discrete-time algebraic and continuous-time algebraic Riccati equations, as well as certain nonlinear matrix equations. A detailed analysis of the convergence of SDA, employing the asymptotic behaviors of structure-preserving flows in which a Hamiltonian Jordan canonical form is adopted, is presented. Certain known convergence results of SDA are re-established by using asymptotic analysis of the flows. Other convergence results of SDA are also proved.