Key points are not available for this paper at this time.
Continuous-time algebraic Riccati equations can be found in many disciplines in different forms. In the case of small-scale dense coefficient matrices, stabilizing solutions can be computed to all possible formulations of the Riccati equation. This is not the case when it comes to large-scale sparse coefficient matrices. In this paper, we provide a reformulation of the Newton-Kleinman iteration scheme for continuous-time algebraic Riccati equations using indefinite symmetric low-rank factorizations. This allows the application of the method to the case of general large-scale sparse coefficient matrices. We provide convergence results for several prominent realizations of the equation and show in numerical examples the effectiveness of the approach.
Saak et al. (Fri,) studied this question.