Convergence Analysis of Structure-Preserving Doubling Algorithms for Riccati-Type Matrix Equations

Wen-Wei Lin, Shu-Fang Xu
2006 SIAM Journal on Matrix Analysis and Applications  
In this paper, a structure-preserving transformation of a symplectic pencil is introduced, referred to as the doubling transformation, and its some basic properties are presented. Based on the nice properties of this kind of transformations, a unified convergence theory for the structure-preserving doubling algorithms for solving a class of Riccati-type matrix equations is established by using only the knowledge from elementary matrix theory.
doi:10.1137/040617650 fatcat:2q254ojq2jbxjcryhudy7fdtfe