function [V, INFO] = riccati(A,B,Q,R,TOL,MAXIT,V0)
%
% RICCATI   solves a Riccati equation by iteration
%
% [V INFO] = riccati(A,B,Q,R,TOL,MAXIT,V0) solves a Riccati equation
% by iteration starting from the positive semi-definite matrix V0.
% See dlqrriccati for a description of (A,B,Q,R).
% 
% Iteration is stopped at iteration n when either n=maxit or when
%       
%          norm{V(n) - V(n-1)}  <=  tol* norm{V(n)}
%
%   where norm is the matrix one norm.
%   The 2x1 vector info returns the number of iterations performed
%   in info(1).  If info(2) =1 then the algorithm halted because of
%   an attempted inversion of a singular matrix.  If info(2)=0 then
%   no singular matrices were encountered.
%
%   If the MEX file is not available then the MATLAB commands in this
%   M-file are executed. (Note that in this M-file, singular matrices
%   are not checked for.)
%
%   REFERENCES:
%         E.W. Anderson, L.P. Hansen, E.R McGrattan and T.J Sargent(1996)
%           
%     WRITTEN BY:  Evan Anderson    Feb 15, 1995
%     MODIFIED:    EWA              Jan 19, 1999




for i=1:MAXIT, 
   V =  Q + A' * (V0 -  V0 *  B * ((R +B'*V0 *B) \  (B'* V0))) * A;
   if norm(V-V0,1) < TOL;
               break;       
   end
   V0 = V; 
end;
INFO =[i;0];