Matrix Computations

כריכה קדמית
JHU Press, 15 בפבר׳ 2013 - 756 עמודים

A comprehensive treatment of numerical linear algebra from the standpoint of both theory and practice.

The fourth edition of Gene H. Golub and Charles F. Van Loan's classic is an essential reference for computational scientists and engineers in addition to researchers in the numerical linear algebra community. Anyone whose work requires the solution to a matrix problem and an appreciation of its mathematical properties will find this book to be an indispensible tool.

This revision is a cover-to-cover expansion and renovation of the third edition. It now includes an introduction to tensor computations and brand new sections on
• fast transforms
• parallel LU
• discrete Poisson solvers
• pseudospectra
• structured linear equation problems
• structured eigenvalue problems
• large-scale SVD methods
• polynomial eigenvalue problems

Matrix Computations is packed with challenging problems, insightful derivations, and pointers to the literature—everything needed to become a matrix-savvy developer of numerical methods and software. The second most cited math book of 2012 according to MathSciNet, the book has placed in the top 10 for since 2005.

 

עמודים נבחרים

תוכן

1 Matrix Multiplication
1
2 Matrix Analysis
63
3 General Linear Systems
105
4 Special Linear Systems
153
5 Orthogonalization and Least Squares
233
6 Modified Least Squares Problems and Methods
303
7 Unsymmetric Eigenvalue Problems
347
8 Symmetric Eigenvalue Problems
439
9 Functions of Matrices
513
10 Large Sparse Eigenvalue Problems
545
11 Large Sparse Linear System Problems
597
12 Special Topics
681
Index
747
זכויות יוצרים

מהדורות אחרות - הצג הכל

Matrix Computations
<span dir=ltr>Gene H. Golub</span>‏,<span dir=ltr>Charles F. Van Loan</span>‏
תצוגה מקדימה מוגבלת - 2013

מונחים וביטויים נפוצים

Algebra Algorithm Analysis Applic approach approximate associated Assume block Bounds column complete Comput condition consider Convergence decomposition defined determine develop diagonal discussed eigenvalue problem eigenvector entries equation error estimate example exists flops follows function Give given Golub Hessenberg Householder idea implementation important inverse involves IRn×n iteration Lanczos Least Squares Problems Linear Systems lower Math Matrix Anal method minimize nonsingular norm Note Numer obtain operations orthogonal orthogonal matrix Parallel permutation Perturbation pivoting positive definite possible procedure Proof QR factorization rank References requires result rotations satisfies Show SIAM Singular Value solution solve Sparse Stability step Stewart structure subspace Suppose symmetric symmetric matrix tensor Theorem Theory transformations tridiagonal unit update upper triangular vector zero Х Х Х

מידע על המחבר (2013)

Gene H. Golub (1932-2007) was a professor emeritus and former director of scientific computing and computational mathematics at Stanford University.

מידע ביבליוגרפי

כותרתMatrix Computations
כרך 3 מתוך Johns Hopkins Studies in the Mathematical Sciences
מאתGene Howard Golub, Charles F. Van Loan
מהדורהמאויר, הדפסה חוזרת
הוצאהJHU Press, 2013
ISBN1421407949, 9781421407944
אורך756 עמודים
  
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