Algorithms for Quadratic Matrix and Vector Equations

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 unify...

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Bibliographic Details
Main Author: Poloni, Federico
Format: eBook
Language:English
Published: Pisa Scuola Normale Superiore 2011, 2011
Edition:1st ed. 2011
Series:Theses (Scuola Normale Superiore)
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
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520 |a 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