Numerical investigation of Newton´s method for solving continuous-time algebraic Riccati equations

Refined algorithms for solving continuous-time algebraic Riccati equations using Newton´s method with or without line search are discussed. Their main properties are briefly presented. Algorithmic details incorporated in the developed solver are described. The results of an extensive performance investigation on a large collection of examples are summarized. Several numerical difficulties and observed unexpected behavior are reported. These algorithms are strongly recommended for improving the solutions computed by other solvers.