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9781611972085 Academic Inspection Copy

Numerical Solution of Algebraic Riccati Equations

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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.
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.
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.
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