Nonsymmetric algebraic Riccati equations associated with an M-matrix: recent advances and algorithms

We survey on theoretical properties and algorithms concerning the problem of solving a nonsymmetric algebraic Riccati equation, and we report on some known methods and new algorithmic advances. In particular, some results on the number of positive solutions are proved and a careful convergence analysis of Newton’s iteration is carried out in the cases of interest where some singularity conditions are encountered. From this analysis we determine initial approximations which still guarantee the quadratic convergence.

• Type: Conference
• Year: 2007
• Where: DAGSTUHL
• Authors: Dario Andrea Bini, Bruno Iannazzo, Beatrice Meini, Federico Poloni
• Keywords: Careful Convergence Analysis, DAGSTUHL 2007, Nonsymmetric Algebraic Riccati, Quadratic Convergence, Software Engineering