Numerical Solution of Algebraic Riccati Equations

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.

• PrefaceChapter 1: Introduction and PreliminariesChapter 2: Theoretical AnalysisChapter 3: Classical AlgorithmsChapter 4: Structured Invariant Subspace MethodsChapter 5: Doubling AlgorithmsChapter 6: Algorithms for Large Scale ProblemsAppendix A: Basic PropertiesListingsNotationBibliographyIndex.