Authors
Tsung-Ming Huang, Yueh-Cheng Kuo, Wen-Wei Lin, Shih-Feng Shieh
Publication date
2024/3/31
Journal
SIAM Journal on Matrix Analysis and Applications
Volume
45
Issue
1
Pages
59-83
Publisher
Society for Industrial and Applied Mathematics
Description
Structure-preserving doubling algorithms (SDAs) are efficient algorithms for solving Riccati-type matrix equations. However, breakdowns may occur in SDAs. To remedy this drawback, in this paper, we first introduce -symplectic forms (-SFs), consisting of symplectic matrix pairs with a Hermitian parametric matrix . Based on -SFs, we develop modified SDAs (MSDAs) for solving the associated Riccati-type equations. MSDAs generate sequences of symplectic matrix pairs in -SFs and prevent breakdowns by employing a reasonably selected Hermitian matrix . In practical implementations, we show that the Hermitian matrix in MSDAs can be chosen as a real diagonal matrix that can reduce the computational complexity. The numerical results demonstrate a significant improvement in the accuracy of the solutions by MSDAs.
Scholar articles
TM Huang, YC Kuo, WW Lin, SF Shieh - SIAM Journal on Matrix Analysis and Applications, 2024