Functions of Matrices : Theory and Computation

Higham, Nicholas J.

ISBN 10: 0898716462 ISBN 13: 9780898716467
Published by Society for Industrial and Applied Mathematics, 2008
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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the theory of matrix functions and numerical methods for computing them, including an overview of applications, new and unpublished research results, and improved algorithms.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 the Author: Nicholas J. Higham, FRS, is Richardson Professor of Applied Mathematics at the University of Manchester,UK.

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Bibliographic Details

Title: Functions of Matrices : Theory and ...
Publisher: Society for Industrial and Applied Mathematics
Publication Date: 2008
Binding: Hardcover
Condition: Very Good

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