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Structure-preserving doubling algorithms for nonlinear matrix equations / Tsung-Ming Huang (National Taiwan Normal University, Taipei, Taiwan), Ren-Cang Li (University of Texas at Arlington, Arlington, Texas), Wen-Wei Lin (National Chiao Tung University, Hsinchu, Taiwan).
- Format:
- Book
- Author/Creator:
- Huang, Tsung-Ming, author.
- Li, Ren-Cang, author.
- Lin, Wen-Wei (Mathematician), author.
- Series:
- Fundamentals of algorithms ; FA14.
- Fundamentals of algorithms ; 14
- Language:
- English
- Subjects (All):
- Riccati equation.
- Differential equations.
- Algorithms.
- Matrices.
- Physical Description:
- 1 PDF (xii, 144 pages).
- Place of Publication:
- Philadelphia, Pennsylvania : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), [2018]
- System Details:
- Mode of access: World Wide Web.
- System requirements: Adobe Acrobat Reader.
- Summary:
- Nonlinear matrix equations arise frequently in applied science and engineering. This is the first book to provide a unified treatment of structure-preserving doubling algorithms, which have been recently studied and proven effective for notoriously challenging problems, such as fluid queue theory and vibration analysis for high-speed trains. The authors present recent developments and results for the theory of doubling algorithms for nonlinear matrix equations associated with regular matrix pencils, and highlight the use of these algorithms in achieving robust solutions for notoriously challenging problems that other methods cannot.
- Contents:
- Introduction
- Preliminaries
- General theory of doubling algorithms
- Discrete-time algebraic Riccati equation
- Continuous-time algebraic Riccati equation
- M-matrix algebraic Riccati equation
- Other algebraic Riccati equations
- Nonlinear matrix equations X + BX-1A = Q.
- Notes:
- Includes bibliographical references and index.
- Description based on title page of print version.
- ISBN:
- 1-61197-536-0
- OCLC:
- 1048657214
- Publisher Number:
- FA14 SIAM
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