Publications of the Scuola Normale Superiore

Poloni, Federico

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.

Details

Published by: Edizioni della Normale

Publication Date: 2011-11-11

Format: Paperback

ISBN-13: 9788876423833

DOI: 10.1007/978-88-7642-384-0

Dimensions: 240cm x168cm

Pages: 250