Linear Algebra and Its Applications

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9780471751564: Linear Algebra and Its Applications

Praise for the First Edition

". . .recommended for the teacher and researcher as well as for graduate students. In fact, [it] has a place on every mathematician's bookshelf." -American Mathematical Monthly

Linear Algebra and Its Applications, Second Edition presents linear algebra as the theory and practice of linear spaces and linear maps with a unique focus on the analytical aspects as well as the numerous applications of the subject. In addition to thorough coverage of linear equations, matrices, vector spaces, game theory, and numerical analysis, the Second Edition features student-friendly additions that enhance the book's accessibility, including expanded topical coverage in the early chapters, additional exercises, and solutions to selected problems.

Beginning chapters are devoted to the abstract structure of finite dimensional vector spaces, and subsequent chapters address convexity and the duality theorem as well as describe the basics of normed linear spaces and linear maps between normed spaces.

Further updates and revisions have been included to reflect the most up-to-date coverage of the topic, including:

  • The QR algorithm for finding the eigenvalues of a self-adjoint matrix
  • The Householder algorithm for turning self-adjoint matrices into tridiagonal form
  • The compactness of the unit ball as a criterion of finite dimensionality of a normed linear space
Additionally, eight new appendices have been added and cover topics such as: the Fast Fourier Transform; the spectral radius theorem; the Lorentz group; the compactness criterion for finite dimensionality; the characterization of commentators; proof of Liapunov's stability criterion; the construction of the Jordan Canonical form of matrices; and Carl Pearcy's elegant proof of Halmos' conjecture about the numerical range of matrices.

Clear, concise, and superbly organized, Linear Algebra and Its Applications, Second Edition serves as an excellent text for advanced undergraduate- and graduate-level courses in linear algebra. Its comprehensive treatment of the subject also makes it an ideal reference or self-study for industry professionals.

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From the Publisher:

Linear algebra is the branch of mathematics concerned with linear equations, matrices, determinants, and vector spaces. This overview of the subject offers a unique perspective on linear algebra by a world renowned mathematician. Addresses eigenvalues, the Hahn-Banach theorem, geometry, game theory, and numerical analysis.

From the Inside Flap:

This introduction to linear algebra by world-renowned mathematician Peter Lax is unique in its emphasis on the analytical aspects of the subject as well as its numerous applications. The book grew out of Dr. Lax’s course notes for the linear algebra classes he teaches at New York University. Geared to graduate students as well as advanced undergraduates, it assumes only limited knowledge of linear algebra and avoids subjects already heavily treated in other textbooks. And while it discusses linear equations, matrices, determinants, and vector spaces, it also includes a number of exciting topics that are not covered elsewhere, such as eigenvalues, the Hahn-Banach theorem, geometry, game theory, and numerical analysis. The first four chapters are devoted to the abstract structure of finite dimensional vector spaces. Subsequent chapters deal with determinants as a blend of geometry, algebra, and general spectral theory. Euclidean structure is used to explain the notion of selfadjoint mappings and their spectral theory. Dr. Lax moves on to the calculus of vector and matrix valued functions of a single variable — a neglected topic in most undergraduate programs — and presents matrix inequalities from a variety of perspectives. Later chapters cover convexity and the duality theorem, describe the basics of normed linear spaces and linear maps between normed spaces, and discuss the dominant eigen-value of matrices whose entries are positive or merely non-negative. The final chapter is devoted to numerical methods and describes Lanczos’ procedure for inverting a symmetric, positive definite matrix. Eight appendices cover important topics that do not fit into the main thread of the book. Clear, concise, and superbly organized, Linear Algebra is an excellent text for advanced undergraduate and graduate courses and also serves as a handy professional reference.

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