Introduction To Matrix Computations By G W Stewart

Introduction to Matrix Computations

Numerical linear algebra is far too broad a subject to treat in a single introductory volume. Stewart has chosen to treat algorithms for solving linear systems, linear least squares problems, and eigenvalue problems involving matrices whose elements can all be contained in the high-speed storage of a computer. By way of theory, the author has chosen to discuss the theory of norms and perturbation theory for linear systems and for the algebraic eigenvalue problem. These choices exclude, among other things, the solution of large sparse linear systems by direct and iterative methods, linear programming, and the useful Perron-Frobenious theory and its extensions. However, a person who has fully mastered the material in this book should be well prepared for independent study in other areas of numerical linear algebra.

Matrix Computations

Revised and updated, the third edition of Golub and Van Loan's classic text in computer science provides essential information about the mathematical background and algorithmic skills required for the production of numerical software. This new edition includes thoroughly revised chapters on matrix multiplication problems and parallel matrix computations, expanded treatment of CS decomposition, an updated overview of floating point arithmetic, a more accurate rendition of the modified Gram-Schmidt process, and new material devoted to GMRES, QMR, and other methods designed to handle the sparse unsymmetric linear system problem.

Introduction to Matrix Computations [By] G.W. Stewart