Preprint No. MPIMD/13-06

Title: Numerical Solution of Projected Algebraic Riccati Equations

Author(s): Peter Benner, Tatjana Stykel


Date: 2013-05-24


We consider the numerical solution of projected algebraic Riccati equations using Newton\'s method. Such equations arise, for instance, in model reduction of descriptor systems based on positive real and bounded real balanced truncation. We also discuss the computation of low-rank Cholesky factors of the solutions of projected Riccati equations. Numerical examples are given that demonstrate the properties of the proposed algorithms.


author = {Peter Benner and Tatjana Stykel},
title = {Numerical Solution of Projected Algebraic Riccati Equations},
number = {MPIMD/13-06},
month = may,
year = 2013,
institution = {Max Planck Institute Magdeburg},
type = {Preprint},
note = {Available from \url{}},

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