## Abstract

We 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.

Original language | English |
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Pages (from-to) | 437-463 |

Number of pages | 27 |

Journal | Linear Algebra and Its Applications |

Volume | 188-189 |

Issue number | C |

DOIs | |

State | Published - 1 Jan 1993 |