Applied Numerical Linear Algebra - Softcover

Demmel, James W.

Softcover

ISBN 10: 0898713897 ISBN 13: 9780898713893

Publisher: SIAM, 1997

Synopsis

Designed for first-year graduate students from a variety of engineering and scientific disciplines, this comprehensive textbook covers the solution of linear systems, least squares problems, eigenvalue problems, and the singular value decomposition. The author, who helped design the widely used LAPACK and ScaLAPACK linear algebra libraries, draws on this experience to present state-of-the-art techniques for these problems, including recommending which algorithms to use in various practical situations. Algorithms are derived in a mathematically illuminating way, including condition numbers and error bounds. Direct and iterative algorithms, suitable for dense and sparse matrices, are discussed. Algorithm design for modern computer architectures, where moving data is often more expensive than arithmetic operations, is discussed in detail, using LAPACK as an illustration. There are many numerical examples throughout the text and in the problems at the ends of chapters, most of which are written in MATLAB and are freely available on the Web.

About this title

Book Description

Designed for first-year graduate students from engineering and science disciplines, this comprehensive textbook covers the solution of linear systems, least squares problems, eigenvalue problems, and the singular value decomposition. The author presents state-of-the-art techniques for these problems, including recommendations of which algorithms to use in a variety of practical situations.

About the Author

James Demmel is a Professor in the Computer Science Division and Mathematics Department at the University of California, Berkeley. He was elected to the National Academy of Engineering in 1999.

Edition details

• Publisher: SIAM
• Publication date: 1997
• ISBN 10: 0898713897
• ISBN 13: 9780898713893
• Binding: Paperback
• Language: English
• Edition number: 1
• Number of pages: 184