Computational Experience in Solving Algebraic Riccati Equations

State-of-the-art, uni-processor algebraic Riccati equation solvers for automatic control computations are investigated and compared for various problem sizes. General-purpose SLICOT solvers are very efficient for small-size problems, but they cannot compete for larger problems with specialized solvers designed for certain problem classes, such as Newton solvers using low rank Cholesky factors of the solutions of Lyapunov equations built at each iteration.