A symplectic acceleration method for the solution of the algebraic riccati equation on a parallel computer

AbstractWe give a cubic acceleration method for improving the current symplectic Jacobi-like algorithm for computing the Hamiltonian-Schur decomposition of a Hamiltonian matrix and finding the positive semidefinite solution of the Riccati equation. The acceleration method can speed up the rate of convergence at the end of the symplectic Jacobi-like process when the norm of the current strictly J-lower triangle has become sufficiently small; it has high parallelism and takes O(n) computational time when implemented on a mesh-connected n × n array processor system. A quantitative analysis of convergence and numerical comparisons of one Jacobi sweep versus one correction step are presented