Publications

The file provided in the [pdf] link is the most recent version that I can legally publish here (which is not always the final version).

As is common practice in mathematics, the author order is usually alphabetical and does not reflect a difference in contribution.

Recent Preprints
For more up-to-date information, check my arXiv author page or subscribe to its atom feed.
8 results
2015
[8] Principal pivot transforms of quasidefinite matrices and semidefinite Lagrangian subspaces (, ), Technical report 2015.92, The University of Manchester, . (Submitted to ELA) [bibtex] [pdf]
[7] Multivariate trend-cycle extraction with the Hodrick-Prescott filter (, ), . (To appear in Macroeconomic Dynamics) [bibtex] [pdf]
[6] Iterative methods for the delay Lyapunov equation with T-Sylvester preconditioning (, ), . (Submitted to APNUM) [bibtex] [pdf]
[5] Methods for verified solutions to continuous-time algebraic Riccati equations (, ), . (Submitted to JCAM) [bibtex] [pdf]
[4] Mutual Visibility by Luminous Robots Without Collisions (, , , , , ), . (To appear in Information and Computation) [bibtex] [pdf]
2014
[3] An inverse-free ADI algorithm for computing Lagrangian invariant subspaces (, ), Technical report 14-2014, Institute of Mathematics, Technische Universität Berlin, . (to appear in NLAA) [bibtex] [pdf]
2013
[2] Enforcing solvability of a nonlinear matrix equation and estimation of multivariate ARMA time series (, , , ), Technical report Matheon Preprint \#1027, DFG-Forschungszentrum Matheon, . [bibtex] [pdf]
2011
[1] The SDA Method for Numerical Solution of Lur'e Equations (, ), . (to appear in NLAA) [bibtex] [pdf]
Journal Articles
21 results
2015
[21] A note on forecasting demand using the multivariate exponential smoothing framework (, ), In Int. J. of Prod. Econ., volume 162, . [bibtex] [pdf] [doi]
[20] Duality of matrix pencils, Wong chains and linearizations (, ), In Linear Algebra Appl., volume 471, . [bibtex] [pdf] [doi]
2014
[19] Feasible generalized least squares estimation of multivariate GARCH(1,1) models (, ), In J. Multivariate Anal., volume 129, . [bibtex] [pdf] [doi]
[18] Componentwise accurate fluid queue computations using doubling algorithms (, ), In Numer. Math., volume 130, . [bibtex] [pdf] [doi]
2013
[17] A closed-form estimator for the multivariate GARCH $(1,1)$ model (, ), In J. Multivariate Anal., volume 120, . [bibtex] [pdf] [doi]
[16]An algorithm for solving systems of quadratic equations in branching processes (), In Boll. Unione Mat. Ital. (9), volume 6, . [bibtex] [pdf]
[15] Quadratic vector equations (), In Linear Algebra and its Applications, volume 438, . [bibtex] [pdf] [doi]
[14] Using permuted graph bases in $\mathcal{ H}_\infty $ control (, ), In Automatica J. IFAC, volume 49, . [bibtex] [pdf] [doi]
[13] A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems (, ), In Numer. Linear Algebra Appl., John Wiley & Sons, Ltd, volume 20, . [bibtex] [pdf] [doi]
[12] A subspace shift technique for nonsymmetric algebraic Riccati equations associated with an M-matrix (, ), In Numer. Linear Algebra Appl., John Wiley & Sons, Ltd, volume 20, . [bibtex] [pdf] [doi]
2012
[11] A Deflation Approach for Large-Scale Lur'e Equations (, ), In SIAM J. Matrix Anal. Appl., volume 33, . [bibtex] [pdf] [doi]
[10] Doubling Algorithms with Permuted Lagrangian Graph Bases (, ), In SIAM J. Matrix Anal. Appl., volume 33, . [bibtex] [pdf] [doi]
[9] The Padé iterations for the matrix sign function and their reciprocals are optimal (, , ), In Linear Algebra Appl., volume 436, . [bibtex] [pdf] [doi]
2011
[8] A Perron iteration for the solution of a quadratic vector equation arising in Markovian binary trees (, ), In SIAM J. Matrix Anal. Appl., volume 32, . [bibtex] [pdf] [doi]
[7] On the solution of a quadratic vector equation arising in Markovian binary trees (, , ), In Numer. Linear Algebra Appl., volume 18, . [bibtex] [pdf] [doi]
2010
[6] Constructing matrix geometric means (), In Electron. J. Linear Algebra, volume 20, . [bibtex] [pdf]
[5] A note on the $O(n)$-storage implementation of the GKO algorithm and its adaptation to Trummer-like matrices (), In Numer. Algorithms, volume 55, . [bibtex] [pdf] [doi]
[4] Transforming algebraic Riccati equations into unilateral quadratic matrix equations (, , ), In Numer. Math., volume 116, . [bibtex] [pdf] [doi]
[3] An effective matrix geometric mean satisfying the Ando-Li-Mathias properties (, , ), In Math. Comp., volume 79, . [bibtex] [pdf] [doi]
2009
[2] Fast solution of a certain Riccati equation through Cauchy-like matrices (, , ), In Electron. Trans. Numer. Anal., volume 33, . [bibtex] [pdf]
2008
[1] A fast Newton's method for a nonsymmetric algebraic Riccati equation (, , ), In SIAM J. Matrix Anal. Appl., volume 30, . [bibtex] [pdf] [doi]
Books
1 result
2011
[1] Algorithms for quadratic matrix and vector equations (), Publications of the Scuola Normale Superiore, Pisa (distributed by Birkhäuser), volume 16, . (Book based on my Ph.D. Thesis) [bibtex]
Software
1 result
2012
[1] PGDoubling – A MATLAB package to solve algebraic Riccati equations and optimal control problems using permuted graph bases (), . [bibtex]
Other Publications
4 results
2015
[4] Permuted Graph Matrices and Their Applications (), Chapter in Numerical Algebra, Matrix Theory, Differential-Algebraic Equations and Control Theory (Peter Benner, Matthias Bollhöfer, Daniel Kressner, Christian Mehl, Tatjana Stykel, eds.), Springer International Publishing, . [bibtex] [pdf] [doi]
2014
[3] The Mutual Visibility Problem for Oblivious Robots (, , , , ), In Proceedings of the 26\textsuperscriptth Canadian Conference on Computational Geometry, . [bibtex] [pdf]
2010
[2] Nonsymmetric algebraic Riccati equations associated with an M-matrix: recent advances and algorithms. (, , , ), Chapter in Matrix Methods: Theory, Algorithms and Applications (Vadim Olshevsky, Eugene Tyrtyshnikov, eds.), World Scientific Publishing, . [bibtex] [pdf] [doi]
2006
[1] A note on the location of polynomial roots (, ), . (Never submitted to a peer-reviewed journal) [bibtex] [pdf]
Theses
3 results
2010
[3]Algorithms for quadratic matrix and vector equations (), PhD thesis, Scuola Normale Superiore, Pisa, . (Also published as book (see above). [errata]) [bibtex] [pdf]
2007
[2] Metodi per la soluzione veloce di una classe di equazioni di Riccati algebriche (), Master's thesis, Università di Pisa, . [bibtex] [pdf]
2005
[1]Fattorizzazione canonica e trasformata discreta di Fourier in un problema di teoria delle code (), . [bibtex] [pdf]