A Jacobi-Type Systolic Algorithm for Riccati and Lyapunov Equations

A systolic algorithm is devised for solving a class of Riccati and Lyapunov equations, which makes use of a factored version of the matrix sign recursions due to Charlier & Van Dooren 1]. The original algorithm is worked into an alternative Jacobi-type algorithm, which is readily implemented on a systolic array. Compared to the array of Charlier & Van Dooren, the present algorithm/array is conceptually simpler and furthermore roughly three times more eecient. respectively denote the transpose of X, the inverse of X and its transpose.