img Leseprobe Leseprobe

Algorithms for Quadratic Matrix and Vector Equations

Federico Poloni

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ca. 16,99 €
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Edizioni della Normale img Link Publisher

Naturwissenschaften, Medizin, Informatik, Technik / Arithmetik, Algebra

Beschreibung

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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Schlagwörter

applied probability, control theory, numerical linear algebra