Matrix Algorithms, Volume 2: Eigensystems by G. W. Stewart

By G. W. Stewart

This publication is the second one quantity in a projected five-volume survey of numerical linear algebra and matrix algorithms. This quantity treats the numerical answer of dense and large-scale eigenvalue issues of an emphasis on algorithms and the theoretical heritage required to appreciate them. Stressing intensity over breadth, Professor Stewart treats the derivation and implementation of the extra vital algorithms intimately. The notes and references sections comprise tips to different equipment besides ancient reviews.
The ebook is split into components: dense eigenproblems and big eigenproblems. the 1st half offers an entire therapy of the commonly used QR set of rules, that is then utilized to the answer of generalized eigenproblems and the computation of the singular price decomposition. the second one half treats Krylov series tools similar to the Lanczos and Arnoldi algorithms and offers a brand new remedy of the Jacobi-Davidson technique.
The volumes during this survey should not meant to be encyclopedic. by way of treating conscientiously chosen themes extensive, each one quantity provides the reader the theoretical and sensible history to learn the examine literature and enforce or regulate new algorithms. The algorithms handled are illustrated through pseudocode that has been validated in MATLAB implementations.
Audience
The volumes within the sequence are intermediate-level monographs, appropriate for self-study by means of execs and graduate scholars within the sciences and engineering. the 1st quantity, Matrix Algorithms, quantity I: uncomplicated Decompositions, was once released via SIAM in 1998 (ISBN 0-89871-414-1).

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