Algorithms for Quadratic Matrix and Vector Equations
Overview
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.
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Details
- ISBN-13: 9788876423833
- ISBN-10: 8876423834
- Publisher: Edizioni Della Normale
- Publish Date: November 2011
- Dimensions: 9.5 x 5.9 x 1.1 inches
- Shipping Weight: 1.1 pounds
- Page Count: 250
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