Numerical Solution of Algebraic Riccati Equations
By Dario A. Bini, Bruno Iannazzo, and Beatrice Meini
Series: Fundamentals of Algorithms n. 9
SIAM, 2012. xii+256 pages, Softcover, ISBN 978-1-611972-08-5.

This concise and comprehensive treatment of the basic theory of algebraic Riccati equations describes the classical as well as the more advanced algorithms for their solution in a manner that is accessible to both practitioners and scholars. It is the first book in which nonsymmetric algebraic Riccati equation are treated in a clear and systematic way. Some proofs of theoretical results have been simplified and a unified notation has been adopted.

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