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Matrix algorithms, - Basic decompositions

โœ Scribed by G. W. Stewart


Publisher
SIAM: Society for Industrial and Applied Mathematics
Year
1998
Tongue
English
Leaves
479
Edition
1
Category
Library

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โœฆ Synopsis


This thorough, concise, and superbly written volume is the first in a self-contained five-volume series devoted to matrix algorithms. It focuses on the computation of matrix decompositions - the factorization of matrices into products of similar ones. The first two chapters provide the required background from mathematics and computer science needed to work effectively in matrix computations. The remaining chapters are devoted to the computation and applications of the LU and QR decompositions. The series is aimed at the nonspecialist who needs more than black-box proficiency with matrix computations. A certain knowledge of elementary analysis and linear algebra is assumed, as well as a reasonable amount of programming experience. The guiding principle, that if something is worth explaining, it is worth explaining fully, has necessarily restricted the scope of the series, but the selection of topics should give the reader a sound basis for further study.


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Please be warned that this book is heavily designed toward matrix theory, rather than the algorithm itself. Therefore, if you are math-averse, you'd better look for other books that offers much lighter theory such as Numerical Recipes. However, if you are not deterred by Greek letters or complicated