The Matrix Eigenvalue Problem: GR and Krylov Subspace Methods

Name: The Matrix Eigenvalue Problem: GR and Krylov Subspace Methods
Brand: Society for Industrial and Applied Mathematic
SKU: 9780898716412
Price: 11210.0 INR
Availability: OutOfStock

by David S. Watkins

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ISBN13: 9780898716412
Binding: Paperback
Subject: N/A
Publisher: Society for Industrial and Applied Mathematic
Publisher Imprint: Society For Industrial And Applied Mathematics
Publication Date: January 31, 2008
Pages: 456
Original Price: USD 119.5
Language: English
Edition: N/A
Item Weight: 756 grams
BISAC Subject(s): Algebra / Elementary

About The Book

The first in-depth, complete, and unified theoretical discussion of the two most important classes of algorithms for solving matrix eigenvalue problems: QR-like algorithms for dense problems and Krylov subspace methods for sparse problems. The author discusses the theory of the generic GR algorithm, including special cases (for example, QR, SR, HR), and the development of Krylov subspace methods. This book also addresses a generic Krylov process and the Arnoldi and various Lanczos algorithms, which are obtained as special cases. Theoretical and computational exercises guide students, step by step, to the results. Downloadable MATLAB programs, compiled by the author, are available on a supplementary Web site. Readers of this book are expected to be familiar with the basic ideas of linear algebra and to have had some experience with matrix computations. Ideal for graduate students, or as a reference book for researchers and users of eigenvalue codes.

About The Author

Watkins, David S.: - David S. Watkins is professor of mathematics at Washington State University.

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The Matrix Eigenvalue Problem: GR and Krylov Subspace Methods

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