Title: Numerical Solution of Algebraic Riccati Equations: 9 (Fundamentals of Algorithms, Series Number 9)
Publisher: Society for Industrial and Applied Mathematics
Publication Date: 2012
Language: English
ISBN 10: 1611972086
ISBN 13: 9781611972085
Binding: Soft cover
Condition: New

About this title

Synopsis

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 are simplified and a unified notation is adopted. The book includes a unified discussion of doubling algorithms and a detailed description of all classical and advanced algorithms for solving algebraic Riccati equations and their MATLAB� codes. This will help the reader to gain an understanding of the computational issues and provide ready-to-use implementation of the different solution techniques. Ideal for researchers working in the design and analysis of algorithms and for practitioners who need to understand the available algorithms and software.

About the Authors

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.

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