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There were some hints above already that this may be an integer range problem. A 32 bit signed integer goes up to values of about 2e9. A 50k x 50k symmetric matrix lives in an array of size about 5e4 * 5e4 / 2, which just about fits into an int32. The 100k matrix will no longer be accessed correctly with 32 bit integers. So you may need to go through your ...


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The question is quite old, but I can give a meaningful answer here. One of the most common algorithms to solve algebraic Riccati equations $A^TX+XA+Q=XGX$ (the Schur method) goes as follows: Compute a Schur decomposition of the Hamiltonian matrix $H = \begin{bmatrix}A& G\\ Q & -A^T \end{bmatrix}$ Reorder so that the eigenvalues in the left-half ...


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