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Synopsis
The first in-depth, complete, and unified theoretical discussion of the two most important classes of algorithms for solving matrix eigenvalue problems: QR-like algorithms for dense problems and Krylov subspace methods for sparse problems. The author discusses the theory of the generic GR algorithm, including special cases (for example, QR, SR, HR), and the development of Krylov subspace methods. This book also addresses a generic Krylov process and the Arnoldi...
Book Description
The first in-depth, complete, and unified theoretical discussion of the two most important classes of algorithms for solving matrix eigenvalue problems. It provides theoretical and computational exercises to guide students step by step. A collection of downloadable MATLAB programs, compiled by the author, are available on an accompanying Web site.
About the Author
David S. Watkins is professor of mathematics at Washington State University.
"About this title" may belong to another edition of this title.
- PublisherSociety for Industrial and Applied Mathematics
- Publication date2008
- ISBN 10 0898716411
- ISBN 13 9780898716412
- BindingPaperback
- LanguageEnglish
- Edition number1
- Number of pages456
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The Matrix Eigenvalue Problem: GR and Krylov Subspace Methods
Published by
Society for Industrial and Applied Mathematics, 2008
ISBN 10: 0898716411
ISBN 13: 9780898716412
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The Matrix Eigenvalue Problem: GR and Krylov Subspace Methods
Published by
Society for Industrial and Applied Mathematics, 2008
ISBN 10: 0898716411
ISBN 13: 9780898716412
Used
Paperback
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The Matrix Eigenvalue Problem: GR and Krylov Subspace Methods
Published by
Society for Industrial and Applied Mathematics, 2007
ISBN 10: 0898716411
ISBN 13: 9780898716412
Used
Paperback
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