Fundamentals of Matrix Computations

David S. Watkins

618 pages, parution le 17/10/2002 (2^eme édition)

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Résumé

A significantly revised and improved introduction to a critical aspect of scientific computation

Matrix computations lie at the heart of most scientific computational tasks. For any scientist or engineer doing large-scale simulations, an understanding of the topic is essential. Fundamentals of Matrix Computations, Second Edition explains matrix computations and the accompanying theory clearly and in detail, along with useful insights.

This Second Edition of a popular text has now been revised and improved to appeal to the needs of practicing scientists and graduate and advanced undergraduate students. New to this edition is the use of MATLAB for many of the exercises and examples, although the Fortran exercises in the First Edition have been kept for those who want to use them. This new edition includes:

Numerous examples and exercises on applications including electrical circuits, elasticity (mass-spring systems), and simple partial differential equations
Early introduction of the singular value decomposition
A new chapter on iterative methods, including the powerful preconditioned conjugate-gradient method for solving symmetric, positive definite systems
An introduction to new methods for solving large, sparse eigenvalue problems including the popular implicitly-restarted Arnoldi and Jacobi-Davidson methods

With in-depth discussions of such other topics as modern componentwise error analysis, reorthogonalization, and rank-one updates of the QR decomposition, Fundamentals of Matrix Computations, Second Edition will prove to be a versatile companion to novice and practicing mathematicians who seek mastery of matrix computation.

Contents

Gaussian Elimination and Its Variants
Sensitivity of Linear Systems
The Least Squares Problem
The Singular Value Decomposition
Eigenvalues and Eigenvectors I
Eigenvalues and Eigenvectors II
Iterative Methods for Linear Systems
Appendix: Some Sources of Software for Matrix Computations
References

L'auteur - David S. Watkins

DAVID S. WATKINS, PhD, is Professor of Mathematics at Washington State University.

Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	David S. Watkins
Parution	17/10/2002
Édition	2^eme édition
Nb. de pages	618
Format	16 x 24
Couverture	Relié
Poids	1020g
Intérieur	Noir et Blanc
EAN13	9780471213949
ISBN13	978-0-471-21394-9