Algorithms For Quadratic Matrix And Vector Equations (publications Of The Scuola Normale Superiore / Theses (scuola Normale Superiore))
by Federico Poloni /
2011 / English / PDF
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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.
