Matrix Computations

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Revised and updated, the third edition of Golub and Van Loan's classic text in computer science provides essential information about the mathematical background and algorithmic skills required for the production of numerical software. This new edition includes thoroughly revised chapters on matrix multiplication problems and parallel matrix computations, expanded treatment of CS decomposition, an updated overview of floating point arithmetic, a more accurate rendition of the modified Gram-Schmidt process, and new material devoted to GMRES, QMR, and other methods designed to handle the sparse unsymmetric linear system problem.

 

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Inhalt

Matrix Multiplication Problems
1
Matrix Analysis
48
General Linear Systems
87
Special Linear Systems
133
Orthogonalization and Least Squares
206
Parallel Matrix Computations
275
The Unsymmetric Eigenvalue Problem
308
The Symmetric Eigenvalue Problem
391
Lanczos Methods
470
Iterative Methods for Linear Systems
508
Functions of Matrices
555
Special Topics
579
Bibliography
637
Index
687
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Über den Autor (1996)

Gene H. Golub is professor of computer science at Stanford University. Charles F. Van Loan is professor of computer science at Cornell University.

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