The shift techniques for a nonsymmetric algebraic Riccati equation (Q2434813)

The authors consider finding the minimal nonnegative solution of a special form of nonsymmetric algebraic matrix Riccati equation. In fact, they fine-tune the customary structure-preserving doubling algorithm (SDA) making it always workable and quadratically convergent for all parameter values. This is achieved through a detailed analysis of the change in the eigenvalue distribution of matrices \(H\) and \(M\) as the shift procedures are employed. The authors also consider the linearly convergent simple iteration method by adjusting it with double shift so its convergence is dramatically accelerated.