Numerical Methods in Matrix Computations

This book offers a comprehensive and up-to-date treatment of modern methods in matrix computation. It uses a unified approach to direct and iterative methods for linear systems, least squares and eigenvalue problems.

Matrix algorithms are at the core of scientific computing and are indispensable tools in most applications in engineering. This book offers a comprehensive and up-to-date treatment of modern methods in matrix computation. It uses a unified approach to direct and iterative methods for linear systems, least squares and eigenvalue problems. A thorough analysis of the stability, accuracy, and complexity of the treated methods is given.

Numerical Methods in Matrix Computations is suitable for use in courses on scientific computing and applied technical areas at advanced undergraduate and graduate level. A large bibliography is provided, which includes both historical and review papers as well as recent research papers. This makes the book useful also as a reference and guide to further study and research work.

Treats many topics which are not found in standard textbooks Provides an in-depth treatment of least squares methods and related techniques Contains a historical overview which is useful in providing context to problems Includes supplementary material: sn.pub/extras

Auteur

Åke Björck is professor emeritus at Linköping University Sweden. He is the coauthor of several textbooks on numerical methods and a monograph and several papers on least squares methods. He has been visiting professor at Stanford University and University of Southern California.

Contenu
Direct Methods for Linear Systems.- Linear Least Squares Problems.- Matrix Eigenvalue Problems.- Iterative Methods.