Algorithms for Quadratic Matrix and Vec... | WHSmith Books
Algorithms for Quadratic Matrix and Vector Equations (Publications of the Scuola Normale Superiore 16)

Algorithms for Quadratic Matrix and Vector Equations (Publications of the Scuola Normale Superiore 16)

By: Federico Poloni (author)Paperback

Special OrderSpecial Order item not currently available. We'll try and order for you.

Description

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.

Contents

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.

Product Details

  • ISBN13: 9788876423833
  • Format: Paperback
  • Number Of Pages: 250
  • ID: 9788876423833
  • ISBN10: 8876423834

Delivery Information

  • Saver Delivery: Yes
  • 1st Class Delivery: Yes
  • Courier Delivery: Yes
  • Store Delivery: Yes

Prices are for internet purchases only. Prices and availability in WHSmith Stores may vary significantly

Close