Matrices, Moments and Quadrature with Applications (Princeton Series in Applied Mathematics) - Hardcover

Golub, Gene H.; Meurant, Gérard

Hardcover

ISBN 10: 0691143412 ISBN 13: 9780691143415

Publisher: Princeton University Press, 2009

Synopsis

This computationally oriented book describes and explains the mathematical relationships among matrices, moments, orthogonal polynomials, quadrature rules, and the Lanczos and conjugate gradient algorithms. The book bridges different mathematical areas to obtain algorithms to estimate bilinear forms involving two vectors and a function of the matrix. The first part of the book provides the necessary mathematical background and explains the theory. The second part describes the applications and gives numerical examples of the algorithms and techniques developed in the first part.

Applications addressed in the book include computing elements of functions of matrices; obtaining estimates of the error norm in iterative methods for solving linear systems and computing parameters in least squares and total least squares; and solving ill-posed problems using Tikhonov regularization.

This book will interest researchers in numerical linear algebra and matrix computations, as well as scientists and engineers working on problems involving computation of bilinear forms.

About this title

About the Author

Gene H. Golub (1932-2007) was the Fletcher Jones Professor of Computer Science at Stanford University and the coauthor of Matrix Computations. Gérard Meurant, the author of three books on numerical linear algebra, has worked in scientific computing for almost four decades. He is retired from France's Commissariat à l'Énergie Atomique.

Edition details

• Publisher: Princeton University Press
• Publication date: 2009
• ISBN 10: 0691143412
• ISBN 13: 9780691143415
• Binding: Hardcover
• Language: English
• Number of pages: 376