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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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Detalles Bibliográficos
Autor principal: Poloni, Federico
Lenguaje:eng
Publicado: Springer 2011
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-88-7642-384-0
http://cds.cern.ch/record/2023644
Descripción
Sumario: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.