Reliable numerical computation

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Clarendon Press, 1990 - Language Arts & Disciplines - 339 pages
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Published to honor the late Jim Wilkinson, the respected pioneer in numerical analysis, this book includes contributions from his colleagues and collaborators, leading experts in their own right. The breadth of Wilkinson's research is reflected in the topics covered, which include linear algebra, error analysis and computer arithmetic algorithms, and mathematical software. An invaluable reference, the book is completely up-to-date with the latest developments on the Lanczos algorithm, QR-factorizations, error propagation models, parameter estimation problems, sparse systems, and shape-preserving splines. Reflecting the current growth and vitality of this field, the volume is an essential reference for all numerical analysts.

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Contents

The Lanczos algorithm for a pure imaginary Hermitian matrix
25
Computational aspects of the Jordan canonical form
57
Some aspects of generalized QR factorizations
73
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