An Improvement of the Newton Method for Solving Symmetric Algebraic Riccati Equations

Abstract In this work, we analyze a strategy for solving symmetric algebraic Riccati equation based on the use of efficient high-order iterative scheme. This scheme is more than Newton’s method. Then, propose two two-stage predictor–corrector schemes using an with good accessibility as predictor iteration and corrector iteration. The constructed turn out to be competitive compared commonly used efficiency these methods illustrated by numerical example.