Watkins Fundamentals of Matrix Computations

2. Auflage 2004
ISBN: 978-0-471-46167-8
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 640 Seiten, E-Book

Reihe: Wiley Series in Pure and Applied Mathematics

A significantly revised and improved introduction to a criticalaspect of scientific computation
Matrix computations lie at the heart of most scientificcomputational tasks. For any scientist or engineer doinglarge-scale simulations, an understanding of the topic isessential. Fundamentals of Matrix Computations, Second Editionexplains matrix computations and the accompanying theory clearlyand in detail, along with useful insights.
This Second Edition of a popular text has now been revised andimproved to appeal to the needs of practicing scientists andgraduate and advanced undergraduate students. New to this editionis the use of MATLAB for many of the exercises and examples,although the Fortran exercises in the First Edition have been keptfor those who want to use them. This new edition includes:
* Numerous examples and exercises on applications includingelectrical circuits, elasticity (mass-spring systems), and simplepartial differential equations
* Early introduction of the singular value decomposition
* A new chapter on iterative methods, including the powerfulpreconditioned conjugate-gradient method for solving symmetric,positive definite systems
* An introduction to new methods for solving large, sparseeigenvalue problems including the popular implicitly-restartedArnoldi and Jacobi-Davidson methods
With in-depth discussions of such other topics as moderncomponentwise error analysis, reorthogonalization, and rank-oneupdates of the QR decomposition, Fundamentals of MatrixComputations, Second Edition will prove to be a versatile companionto novice and practicing mathematicians who seek mastery of matrixcomputation.

Autoren/Hrsg.

Watkins, David S.

Inhaltsverzeichnis

Preface.
Acnowledgments.
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.
Index.
Index of MATLAB Terms.

Über Autor(innen)

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