Functions of Matrices: Theory and Computation (Other Titles in Applied Mathematics) - Hardcover

Higham, Nicholas J.

Hardcover

ISBN 10: 0898716462 ISBN 13: 9780898716467

Publisher: Society for Industrial and Applied Mathematics, 2008

Synopsis

A thorough and elegant treatment of the theory of matrix functions and numerical methods for computing them, including an overview of applications, new and unpublished research results, and improved algorithms. Key features include a detailed treatment of the matrix sign function and matrix roots; a development of the theory of conditioning and properties of the Fréchet derivative; Schur decomposition; block Parlett recurrence; a thorough analysis of the accuracy, stability, and computational cost of numerical methods; general results on convergence and stability of matrix iterations; and a chapter devoted to the f(A)b problem. Ideal for advanced courses and for self-study, its broad content, references and appendix also make this book a convenient general reference. Contains an extensive collection of problems with solutions and MATLAB implementations of key algorithms.

About this title

About the Author

Nicholas J. Higham, FRS, is Richardson Professor of Applied Mathematics at the University of Manchester,UK.

Edition details

• Publisher: Society for Industrial and Applied Mathematics
• Publication date: 2008
• Language: English
• ISBN 10: 0898716462
• ISBN 13: 9780898716467
• Binding: Hardcover
• Number of pages: 450