Matrix Algorithms: Volume 2, Eigensystems - Softcover

Stewart, G. W.

Softcover

ISBN 10: 0898715032 ISBN 13: 9780898715033

Publisher: SIAM: Society for Industrial and Applied Mathematics, 2001

Synopsis

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.

About this title

Book Description

This is the second volume in a projected five-volume survey of numerical linear algebra and matrix algorithms. Stressing depth over breadth, Professor Stewart treats the derivation and implementation of the more important algorithms in detail. The notes and reference sections contain pointers to other methods along with historical comments.

About the Author

G. W. Stewart is a Professor in the Computer Science Department and the Institute for Advanced Computer Studies at the University of Maryland at College Park. He is the author of several books and many papers on various aspects of numerical linear algebra with applications in signal processing, and stochastic processes. In 1999 he was awarded the Bauer prize by the Technical University of Munich.

Edition details

• Publisher: SIAM: Society for Industrial and Applied Mathematics
• Publication date: 2001
• ISBN 10: 0898715032
• ISBN 13: 9780898715033
• Binding: Paperback
• Language: English
• Edition number: 1
• Number of pages: 184