Numerical Solution of Algebraic Riccati EquationsBy Dario A. Bini,
Bruno Iannazzo, and
Beatrice Meini Series: Fundamentals of Algorithms n. 9SIAM, 2012. xii+256 pages, Softcover, ISBN 978-1-611972-08-5.
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 equation are treated in a clear and systematic way.
Some proofs of theoretical results have been simplified and a unified
notation has been adopted.
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Front matter
Table of contents Preface Index M-files
M-files from the book for downloading. Errata
Errata |