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Algorithms for Quadratic Matrix and Vector Equations

Algorithms for Quadratic Matrix and Vector Equations

Paperback

AlgebraProbability & Statistics

ISBN10: 8876423834
ISBN13: 9788876423833
Publisher: Edizioni Della Normale
Published: Nov 11 2011
Pages: 250
Weight: 1.10
Height: 1.10 Width: 5.90 Depth: 9.50
Language: English
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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Algebra