A factored variant of the Newton iteration for the solution of algebraic Riccati equations via the matrix sign function

Peter Benner, Pablo Ezzatti, Enrique S. Quintana-Ortí, Alfredo Remón. A factored variant of the Newton iteration for the solution of algebraic Riccati equations via the matrix sign function. Numerical Algorithms, 66(2):363-377, 2014. [doi]

Authors

Peter Benner

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Pablo Ezzatti

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Enrique S. Quintana-Ortí

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Alfredo Remón

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