Algorithms for Quadratic Matrix and Vector Equations
Federico Poloni
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.
Federico Poloni, Algorithms for Quadratic Matrix and Vector Equations, Pisa, Edizioni della Normale 2011, ISBN: 978-88-7642-383-3 e-isbn: 978-88-7642-384-0, pp. XVI-235, € 18,50
