On the solution of algebraic Riccati equations arising in fluid queues (Q819148)

New algorithmic methods for solving algebraic Riccati equations are presented. The reduction of the algebraic Riccati equations to a unilateral quadratic matrix equation is given and the application of the Cayley transform arriving at a spectral splitting of an associated matrix polynomial is introduced. A shifting technique for removing unwanted eigenvalues of modulus one is complemented with a suitable parameterization of the matrix equation obtaining solvers based on quadratically convergent iterations. Implementation details of the proposed algorithmic methods are also given. The applicability and effectiveness of the proposed method by considering the solution of various test problems is discussed, and numerical results are presented confirming the good performance of the proposed algorithms.