Computational Matrix Analysis

Alan J. Laub

ISBN 10: 1611972205 / ISBN 13: 9781611972207

Published by Society for Industrial and Applied Mathematics,U.S., US, 2012

About this Item

Using an approach that author Alan Laub calls "matrix analysis for grown-ups", this textbook introduces fundamental concepts of numerical linear algebra and their application to solving certain numerical problems arising in state-space control and systems theory. It is written for advanced undergraduate and beginning graduate students and can be used as a follow-up to Matrix Analysis for Scientists and Engineers (SIAM, 2005), a compact single-semester introduction to matrix analysis for engineers and computational scientists by the same author.Computational Matrix Analysis provides readers with:A one-semester introduction to numerical linear algebra.An introduction to statistical condition estimation in book form for the first time.An overview of certain computational problems in control and systems theory.The book features a number of elements designed to help students learn to use numerical linear algebra in day-to-day computing or research, including:A brief review of matrix analysis, including notation, and an introduction to finite (IEEE) arithmetic.Discussion and examples of conditioning, stability, and rounding analysis.An introduction to mathematical software topics related to numerical linear algebra.A thorough introduction to Gaussian elimination, along with condition estimation techniques.Coverage of linear least squares, with orthogonal reduction and QR factorization.Variants of the QR algorithm.Applications of the discussed algorithms.

Seller Inventory # LU-9781611972207

Bibliographic Details

• Title: Computational Matrix Analysis
• Publisher: Society for Industrial and Applied Mathematics,U.S., US
• Publication Date: 2012
• Language: English
• ISBN 10: 1611972205
• ISBN 13: 9781611972207
• Binding: Paperback
• Condition: New
• Weight: 1770 grams

About this title

Synopsis

This text provides an introduction to numerical linear algebra together with its application to solving problems arising in state-space control and systems theory. The book provides a number of elements designed to help the reader learn to use numerical linear algebra in day-to-day computing or research, including a brief review of matrix analysis and an introduction to finite (IEEE) arithmetic, alongside discussion of mathematical software topics. In addition to the fundamental concepts, the text covers statistical condition estimation and gives an overview of certain computational problems in control and systems theory. Engineers and scientists will find this text valuable as a theoretical resource to complement their work in algorithms. For graduate students beginning their study, or advanced undergraduates, this text is ideal as a one-semester course in numerical linear algebra and is a natural follow-on to the author's previous book, Matrix Analysis for Scientists and Engineers.

About the Author

Alan J. Laub is a Distinguished Professor in the Departments of Mathematics and Electrical Engineering at the University of California, Los Angeles. He has served on the editorial boards of numerous leading journals and is a member of SIAM, IEEE and ACM. He has authored or co-authored over 200 technical papers on his research interests in numerical linear algebra, scientific computation and computer-aided control system design. He is the author of Matrix Analysis for Scientists and Engineers (2005).