### Abstract

In this paper, we propose structured doubling algorithms for the computation of the weakly stabilizing Hermitian solutions of the continuous- and discrete-time algebraic Riccati equations, respectively. Assume that the partial multiplicities of purely imaginary and unimodular eigenvalues (if any) of the associated Hamiltonian and symplectic pencil, respectively, are all even and the C/DARE and the dual C/DARE have weakly stabilizing Hermitian solutions with property (P). Under these assumptions, we prove that if these structured doubling algorithms do not break down, then they converge to the desired Hermitian solutions globally and linearly. Numerical experiments show that the structured doubling algorithms perform efficiently and reliably.

Original language | English |
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Pages (from-to) | 1452-1478 |

Number of pages | 27 |

Journal | Linear Algebra and Its Applications |

Volume | 430 |

Issue number | 5-6 |

DOIs | |

Publication status | Published - 2009 Mar 1 |

### Keywords

- Algebraic Riccati equation
- Global and linear convergence
- Hermitian solution
- Purely imaginary eigenvalue
- Structured doubling algorithm
- Unimodular eigenvalue

### ASJC Scopus subject areas

- Algebra and Number Theory
- Numerical Analysis
- Geometry and Topology
- Discrete Mathematics and Combinatorics

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## Cite this

*Linear Algebra and Its Applications*,

*430*(5-6), 1452-1478. https://doi.org/10.1016/j.laa.2007.08.043