Federico Poloni
Algorithms for Quadratic Matrix and Vector Equations
Paperback Engels 2011 2011e druk 9788876423833Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
This book is devoted to studying algorithms for the solution of a class of quadratic matrix and vector equations. These equations appear, in different forms, in several practical applications, especially in applied probability and control theory. The equations are first presented using a novel unifying approach; then, specific numerical methods are presented for the cases most relevant for applications, and new algorithms and theoretical results developed by the author are presented. The book focuses on “matrix multiplication-rich” iterations such as cyclic reduction and the structured doubling algorithm (SDA) and contains a variety of new research results which, as of today, are only available in articles or preprints.
Specificaties
ISBN13:9788876423833
Taal:Engels
Bindwijze:paperback
Aantal pagina's:250
Uitgever:Scuola Normale Superiore
Druk:2011
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Inhoudsopgave
Linear algebra preliminaries.– Quadratic vector equations.– A Perron vector iteration for QVEs.– Unilateral quadratic matrix equations.– Nonsymmetric algebraic Riccati equations.– Transforming NAREs into UQMEs.– Storage optimal algorithms for Cauchy-like matrices.– Newton method for rank-structured algebraic Riccati equations.– Lur'e equations.– Generalized SDA.– An effective matrix geometric mean.– Constructing other matrix geometric means.
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