Numerical Solution of Algebraic Riccati Equations
Published on 30. January 2012
Book
Paperback/Softback
266 pages
978-1-61197-208-5 (ISBN)
Description
This concise and comprehensive treatment of the basic theory of algebraic Riccati equations describes the classical as well as the more advanced algorithms for their solution in a manner that is accessible to both practitioners and scholars. It is the first book in which nonsymmetric algebraic Riccati equations are treated in a clear and systematic way. Some proofs of theoretical results have been simplified and a unified notation has been adopted.
Readers will find a discussion of doubling algorithms, which are effective in solving algebraic Riccati equations, and a detailed description of all classical and advanced algorithms for solving algebraic Riccati equations, along with their MATLAB (R) codes. This will help the reader gain understanding of the computational issues and provide ready-to-use implementation of the different solution techniques.
Readers will find a discussion of doubling algorithms, which are effective in solving algebraic Riccati equations, and a detailed description of all classical and advanced algorithms for solving algebraic Riccati equations, along with their MATLAB (R) codes. This will help the reader gain understanding of the computational issues and provide ready-to-use implementation of the different solution techniques.
More details
Series
Language
English
Place of publication
New York
United States
Target group
Professional and scholarly
Product notice
Paperback (trade)
Unsewn / adhesive bound
Dimensions
Height: 254 mm
Width: 175 mm
Thickness: 15 mm
Weight
272 gr
ISBN-13
978-1-61197-208-5 (9781611972085)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Persons
Dario A. Bini is Professor of Numerical Analysis at the University of Pisa. He is coauthor of two other books on polynomial and matrix computations and on the numerical solution of Markov chains. He specialises in numerical linear algebra and polynomial computations. Bruno Iannazzo is Researcher in Numerical Analysis at the University of Perugia. His main interests are in the field of numerical linear algebra with specific attention to matrix functions and matrix equations. Beatrice Meini is Associate Professor at the University of Pisa. She is coauthor of a book on the numerical solution of structured Markov chains. Her interests are addressed to numerical linear algebra and its applications with special focus on matrix equations and Markov chains.
Content
Preface
Chapter 1: Introduction and Preliminaries
Chapter 2: Theoretical Analysis
Chapter 3: Classical Algorithms
Chapter 4: Structured Invariant Subspace Methods
Chapter 5: Doubling Algorithms
Chapter 6: Algorithms for Large Scale Problems
Appendix A: Basic Properties
Listings
Notation
Bibliography
Index.
Chapter 1: Introduction and Preliminaries
Chapter 2: Theoretical Analysis
Chapter 3: Classical Algorithms
Chapter 4: Structured Invariant Subspace Methods
Chapter 5: Doubling Algorithms
Chapter 6: Algorithms for Large Scale Problems
Appendix A: Basic Properties
Listings
Notation
Bibliography
Index.