Matrix Computations

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JHU Press, Oct 15, 1996 - Mathematics - 694 pages
17 Reviews

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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The best reference for numerical linear algebra. I use it everyday.

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有关Incomplete Cholesky Decomposition在87页

Contents

Matrix Multiplication Problems
1
5
69
6
75
O General Linear Systems
87
Special Linear Systems
133
O Orthogonalization and Least Squares
206
Parallel Matrix Computations
275
The Unsymmetric Eigenvalue Problem
308
O The Symmetric Eigenvalue Problem
391
Lanczos Methods
470
LU Iterative Methods for Linear Systems
508
11L Functions of Matrices
555
Special Topics
579
Bibliography
637
Index
687
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About the author (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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