Improved SDA-ss algorithm for nonsymmetric algebraic Riccati equations

Abstract

It is well known that nonsymmetric algebraic Riccati equation can be efficiently solved by using the structure-preserving doubling algorithm (SDA) with the shift-and-shrink transformation and the corresponding doubling algorithm is called the SDA-ss. In this paper, we propose an improved SDA-ss algorithm. Preliminary numerical experiments show that the algorithm is efficient to derive the minimal nonnegative solution of nonsymmetric algebraic Riccati equation with M-matrix.