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Matrix Algorithms Volume 2 Eigensystems~tqw~ darksiderg

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Matrix Algorithms: Eigensystems, Vol. 2
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Type.................: Ebook
Part Size............: 23,536,536 bytes




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Posted by............: ~tqw~

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Release Notes
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This is the second volume in a projected five-volume survey of numerical linear
algebra and matrix algorithms. It treats the numerical solution of dense and
large-scale eigenvalue problems with an emphasis on algorithms and the
theoretical background required to understand them. The notes and reference
sections contain pointers to other methods along with historical comments. The
book is divided into two parts: dense eigenproblems and large eigenproblems. The
first part gives a full treatment of the widely used QR algorithm, which is then
applied to the solution of generalized eigenproblems and the computation of the
singular value decomposition. The second part treats Krylov sequence methods
such as the Lanczos and Arnoldi algorithms and presents a new treatment of the
Jacobi-Davidson method. These volumes are not intended to be encyclopedic, but
provide the reader with the theoretical and practical background to read the
research literature and implement or modify new algorithms.

Table of Contents

1. Eigensystems;
2. The QR algorithm;
3. The symmetric eigenvalue problem;
4. Eigenspaces and their approximation;
5. Krylov sequence methods;
6. Alternatives;
7. Appendix: Background;
Index.

Product Details

* ISBN: 0898715032
* ISBN-13: 9780898715033
* Format: Paperback, 469pp
* Publisher: SIAM
* Pub. Date: August 2001

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