Jing-Yao Wang

Near-Optimal Quantum Algorithm and Complexity Analysis for Riccati Problems

We develop quantum algorithms that construct block-encodings of solution matrices for continuous- and discrete-time algebraic Riccati equations (CAREs and DAREs), differential Riccati equations (DREs), and finite Riccati recursions. The Quantum Weighted Riesz Method, unifying four kinds of Riccati problems, constructs...