This book presents a computational approach to the analysis of nonlinear and uncertain systems. The main focus is systems with piecewise linear dynamics. The class of piecewise linear systems examined has nonlinear, possibly discontinuous dynamics, and allows switching rules that incorporate memory and logic. These systems may exhibit astonishingly complex behaviors. Some aspects of the successful theory of linear systems and quadratic criteria are extended here to piecewise linear systems and piecewise quadratic criteria. The book also describes numerical procedures for assessing stability, computing induced gains, and solving optimal control problems for piecewise linear systems. These developments enable researchers to analyze a large and practically important class of control systems that are not easily dealt with when using other techniques.