Near-Optimal Quantum Algorithm and Complexity Analysis for Riccati Problems

Abstract: 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 projectors onto the solution graphs using weighted Riesz branching operators and recovers the solution matrices. Under the stated access and normalization assumptions, our algorithms for CAREs and DAREs have near-optimal query complexity $Θ(\mathcal Rα)$ up to logarithmic factors, with the generalized singularity factor $\mathcal R$ that reflects spectral separation, and the output normalization $α$. For DREs and finite-horizon problems, the query complexity has an additional initialization conditioning factor $κ_{\rm init}$. We establish product query lower bounds for specified input-oracle families, demonstrating necessary joint dependence on spectral separation and initialization or output scale. We also prove that selected-value promise problems are BQP-complete on explicit circuit-generated families of single-control discrete-time algebraic and zero-terminal differential Riccati equations. Applications include classical feedback evaluation for linear-quadratic control, a query-complexity comparison for stable random-phase approximation Riccati equations in quantum chemistry, and heated boundary control with numerical validation.