Download or read book Numerical Algorithms and Software for Matrix Riccati Equations written by A. J. Laub and published by . This book was released on 1984 with total page 7 pages. Available in PDF, EPUB and Kindle. Book excerpt: Numerical issues related to the computational solution of the algebraic matrix Riccati equation were studied. The approach used the generalized eigenproblem formulation for the solution of general forms of algebraic Riccati equations arising in both continuous- and discrete-time applications. These general forms result from control and filtering problems for systems in generalized state space form. A Newton-type iterative refinement procedure for the generalized Riccati solution was derived. Balancing to improve numerical condition was studied. A Fortran package called RICPACK was developed. Numerical experiments with RICPACK were performed to investigate a number of proposed condition numbers. Experience with RICPACK to date indicates that it is the most powerful software yet developed to solve general classes of Riccati equations reliably for a few hundred or less problems. The special structure of models of physical systems given in linear second-order form was also examined. Exploiting that structure in solving associated Riccati equations was studied. Tests for controllability and observability were derived in terms of the original second-order-model matrices. Originator-supplied keywords include: Riccati equations, Generalized matrix Riccati equations, Discrete Riccati equation, Kalman filtering, Numerical condition, Balancing, Generalized eigneproblem, Numerical software, Second-order models.
Download or read book Numerical Solution of Algebraic Riccati Equations written by Dario A. Bini and published by SIAM. This book was released on 2012-03-31 with total page 261 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 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 unified discussion of doubling algorithms, which are effective in solving algebraic Riccati equations as well as a detailed description of all classical and advanced algorithms for solving algebraic Riccati equations and their MATLAB codes. This will help the reader gain an understanding of the computational issues and provide ready-to-use implementation of the different solution techniques.
Download or read book Numerical Methods in Software and Analysis written by John R. Rice and published by Academic Press. This book was released on 1993 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt: Emphasizes the use of high-quality mathematical software for numerical computation. The book discusses numerous programs and software packages focusing on the IMSL library (including the PROTRAN system) and ACM algorithms. Examples and case studies are included.
Download or read book Algorithms for Quadratic Matrix and Vector Equations written by Federico Poloni and published by Springer Science & Business Media. This book was released on 2012-03-13 with total page 241 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Algorithms for Linear Quadratic Optimization written by Vasile Sima and published by CRC Press. This book was released on 1996-03-05 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook offers theoretical, algorithmic and computational guidelines for solving the most frequently encountered linear-quadratic optimization problems. It provides an overview of recent advances in control and systems theory, numerical line algebra, numerical optimization, scientific computations and software engineering.
Download or read book Computational Matrix Analysis written by Alan J. Laub and published by SIAM. This book was released on 2012-01-01 with total page 157 pages. Available in PDF, EPUB and Kindle. Book excerpt: Using an approach that author Alan Laub calls "matrix analysis for grown-ups," this new textbook introduces fundamental concepts of numerical linear algebra and their application to solving certain numerical problems arising in state-space control and systems theory. It is written for advanced undergraduate and beginning graduate students and can be used as a follow-up to Matrix Analysis for Scientists and Engineers (SIAM, 2005), a compact single-semester introduction to matrix analysis for engineers and computational scientists by the same author. Computational Matrix Analysis provides readers with a one-semester introduction to numerical linear algebra; an introduction to statistical condition estimation in book form for the first time; and an overview of certain computational problems in control and systems theory. The book features a number of elements designed to help students learn to use numerical linear algebra in day-to-day computing or research, including a brief review of matrix analysis, including notation, and an introduction to finite (IEEE) arithmetic; discussion and examples of conditioning, stability, and rounding analysis; an introduction to mathematical software topics related to numerical linear algebra; a thorough introduction to Gaussian elimination, along with condition estimation techniques; coverage of linear least squares, with orthogonal reduction and QR factorization; variants of the QR algorithm; and applications of the discussed algorithms.
Download or read book Structure Preserving Doubling Algorithms for Nonlinear Matrix Equations written by Tsung-Ming Huang and published by SIAM. This book was released on 2018-10-04 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 that have been recently studied and proven effective for notoriously challenging problems, such as fluid queue theory and vibration analysis for high speed trains; 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 doubling algorithms in achieving robust solutions for notoriously challenging problems that other methods cannot.? Structure-Preserving Doubling Algorithms for Nonlinear Matrix Equations is intended for researchers and computational scientists, and graduate students may also find it of interest.
Download or read book Polynomial and Matrix Computations written by Dario Bini and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 433 pages. Available in PDF, EPUB and Kindle. Book excerpt: Our Subjects and Objectives. This book is about algebraic and symbolic computation and numerical computing (with matrices and polynomials). It greatly extends the study of these topics presented in the celebrated books of the seventies, [AHU] and [BM] (these topics have been under-represented in [CLR], which is a highly successful extension and updating of [AHU] otherwise). Compared to [AHU] and [BM] our volume adds extensive material on parallel com putations with general matrices and polynomials, on the bit-complexity of arithmetic computations (including some recent techniques of data compres sion and the study of numerical approximation properties of polynomial and matrix algorithms), and on computations with Toeplitz matrices and other dense structured matrices. The latter subject should attract people working in numerous areas of application (in particular, coding, signal processing, control, algebraic computing and partial differential equations). The au thors' teaching experience at the Graduate Center of the City University of New York and at the University of Pisa suggests that the book may serve as a text for advanced graduate students in mathematics and computer science who have some knowledge of algorithm design and wish to enter the exciting area of algebraic and numerical computing. The potential readership may also include algorithm and software designers and researchers specializing in the design and analysis of algorithms, computational complexity, alge braic and symbolic computing, and numerical computation.
Download or read book NUMERICAL ANALYSIS written by Vinay Vachharajani and published by BPB Publications. This book was released on 2018-06-01 with total page 594 pages. Available in PDF, EPUB and Kindle. Book excerpt: Description:This book is Designed to serve as a text book for the undergraduate as well as post graduate students of Mathematics, Engineering, Computer Science.COVERAGE:Concept of numbers and their accuracy, binary and decimal number system, limitations of floating point representation.Concept of error and their types, propagation of errors through process graph.Iterative methods for finding the roots of algebraic and transcendental equations with their convergence, methods to solve the set of non-linear equations, methods to obtain complex roots.Concept of matrices, the direct and iterative methods to solve a system of linear algebraic equations.Finite differences, interpolation and extrapolation methods, cubic spline, concept of curve fitting.Differentiation and integration methods.Solution of ordinary and partial differential equations SALIENT FEATURES:Chapters include objectives, learning outcomes, multiple choice questions, exercises for practice and solutions.Programs are written in C Language for Numerical methods.Topics are explained with suitable examples.Arrangement (Logical order), clarity, detailed presentation and explanation of each topic with numerous solved and unsolved examples.Concise but lucid and student friendly presentation for derivation of formulas used in various numerical methods. Table Of Contents:Computer ArithmeticError Analysis Solution of Algebraic and Transcendental Equations Solution of System of Linear Equations and Eigen value Problems Finite Differences Interpolation Curve Fitting and Approximation Numerical Differentiation Numerical Integration Difference Equations Numerical Solution of Ordinary Differential Equations Numerical Solution of Partial Differential Equations Appendix - I Case Studies / Applications Appendix - II Synthetic Division Bibliography Index
Download or read book Matrix Methods Theory Algorithms And Applications Dedicated To The Memory Of Gene Golub written by Vadim Olshevsky and published by World Scientific. This book was released on 2010-04-05 with total page 604 pages. Available in PDF, EPUB and Kindle. Book excerpt: Compared to other books devoted to matrices, this volume is unique in covering the whole of a triptych consisting of algebraic theory, algorithmic problems and numerical applications, all united by the essential use and urge for development of matrix methods. This was the spirit of the 2nd International Conference on Matrix Methods and Operator Equations from 23-27 July 2007 in Moscow that was organized by Dario Bini, Gene Golub, Alexander Guterman, Vadim Olshevsky, Stefano Serra-Capizzano, Gilbert Strang and Eugene Tyrtyshnikov.Matrix methods provide the key to many problems in pure and applied mathematics. However, linear algebra theory, numerical algorithms and matrices in FEM/BEM applications usually live as if in three separate worlds. In this volume, maybe for the first time ever, they are compiled together as one entity as it was at the Moscow meeting, where the algebraic part was impersonated by Hans Schneider, algorithms by Gene Golub, and applications by Guri Marchuk. All topics intervened in plenary sessions are specially categorized into three sections of this volume.The soul of the meeting was Gene Golub, who rendered a charming “Golub's dimension” to the three main axes of the conference topics. This volume is dedicated in gratitude to his memory.
Download or read book The Riccati Equation written by Sergio Bittanti and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: Conceived by Count Jacopo Francesco Riccati more than a quarter of a millennium ago, the Riccati equation has been widely studied in the subsequent centuries. Since its introduction in control theory in the sixties, the matrix Riccati equation has known an impressive range of applications, such as optimal control, H? optimization and robust stabilization, stochastic realization, synthesis of linear passive networks, to name but a few. This book consists of 11 chapters surveying the main concepts and results related to the matrix Riccati equation, both in continuous and discrete time. Theory, applications and numerical algorithms are extensively presented in an expository way. As a foreword, the history and prehistory of the Riccati equation is concisely presented.
Download or read book Numerical Methods for Linear Control Systems written by Biswa Datta and published by Academic Press. This book was released on 2004 with total page 737 pages. Available in PDF, EPUB and Kindle. Book excerpt: Numerical Methods for Linear Control Systems Design and Analysis is an interdisciplinary textbook aimed at systematic descriptions and implementations of numerically-viable algorithms based on well-established, efficient and stable modern numerical linear techniques for mathematical problems arising in the design and analysis of linear control systems both for the first- and second-order models. Unique coverage of modern mathematical concepts such as parallel computations, second-order systems, and large-scale solutions Background material in linear algebra, numerical linear algebra, and control theory included in text Step-by-step explanations of the algorithms and examples
Download or read book Numerical Analysis and Its Applications written by Zhilin Li and published by Springer Science & Business Media. This book was released on 2005-02-21 with total page 642 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the thoroughly refereed post-proceedings of the Third International Conference on Numerical Analysis and Its Applications, NAA 2004, held in Rousse, Bulgaria in June/July 2004. The 68 revised full papers presented together with 8 invited papers were carefully selected during two rounds of reviewing and improvement. All current aspects of numerical analysis are addressed. Among the application fields covered are computational sciences and engineering, chemistry, physics, economics, simulation, fluid dynamics, visualization, etc.
Download or read book Numerical Analysis and Its Applications written by Lubin Vulkov and published by Springer Science & Business Media. This book was released on 1997-02-26 with total page 628 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the First International Workshop on Numerical Analysis and Its Applications, WNAA'96, held in Rousse, Bulgaria, in June 1996. The 57 revised full papers presented were carefully selected and reviewed for inclusion in the volume; also included are 14 invited presentations. All in all, the book offers a wealth of new results and methods of numerical analysis applicable in computational science, particularly in computational physics and chemistry. The volume reflects that the cooperation of computer scientists, mathematicians and scientists provides new numerical tools for computational scientists and, at the same time, stimulates numerical analysis.
Download or read book Matrix Computations and Mathematical Software written by John Rischard Rice and published by McGraw-Hill Companies. This book was released on 1981 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: Linear algebra background; types and sources of matrix computational problems; type of matrix that arise; gauss elimination and LU factorization; mathematical software objectives; mathematical software performance evaluation; how do you know you have right answers?; conditioning and backward error analysis; iterative methods; linear least squares and regression; projects; standard linear algebra software.
Download or read book Numerical Solution of Algebraic Matrix Riccati Equations written by W. F Arnold (III.) and published by . This book was released on 1984 with total page 163 pages. Available in PDF, EPUB and Kindle. Book excerpt: Numerical issues related to the computational solution of the algebraic matrix Riccati equation are studied. The approach uses the generalized eigenproblem formulation for the solution of general forms of applications. These general forms result from control and filtering problems for systems in generalized (or implicit or descriptor) state space form. A Newton-type iterative refinement procedure for the generalized Riccati solution is derived. The issue of numerical condition of the Riccati problem is addressed. Balancing to improve numerical condition is discussed. An overview of a software package coded in FORTRAN is given. Results of numerical experiments are reported.
Download or read book Numerical Methods and Optimization written by Éric Walter and published by Springer. This book was released on 2014-07-22 with total page 485 pages. Available in PDF, EPUB and Kindle. Book excerpt: Initial training in pure and applied sciences tends to present problem-solving as the process of elaborating explicit closed-form solutions from basic principles, and then using these solutions in numerical applications. This approach is only applicable to very limited classes of problems that are simple enough for such closed-form solutions to exist. Unfortunately, most real-life problems are too complex to be amenable to this type of treatment. Numerical Methods – a Consumer Guide presents methods for dealing with them. Shifting the paradigm from formal calculus to numerical computation, the text makes it possible for the reader to · discover how to escape the dictatorship of those particular cases that are simple enough to receive a closed-form solution, and thus gain the ability to solve complex, real-life problems; · understand the principles behind recognized algorithms used in state-of-the-art numerical software; · learn the advantages and limitations of these algorithms, to facilitate the choice of which pre-existing bricks to assemble for solving a given problem; and · acquire methods that allow a critical assessment of numerical results. Numerical Methods – a Consumer Guide will be of interest to engineers and researchers who solve problems numerically with computers or supervise people doing so, and to students of both engineering and applied mathematics.
