Numerical linear algebra

Lloyd N. Trefethen, David Bau, III

This is a concise, insightful introduction to the field of numerical linear algebra. The clarity and eloquence of the presentation make it popular with teachers and students alike. The text aims to expand the reader's view of the field and to present standard material in a novel way. All of the most important topics in the field are covered with a fresh perspective, including iterative methods for systems of equations and eigenvalue problems and the underlying principles of conditioning and stability. Presentation is in the form of 40 lectures, which each focus on one or two central ideas. The unity between topics is emphasized throughout, with no risk of getting lost in details and technicalities. The book breaks with tradition by beginning with the QR factorization - an important and fresh idea for students, and the thread that connects most of the algorithms of numerical linear algebra.

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[目次]

  • Preface
  • Part I. Fundamental: 1. Matrix-vector multiplication
  • 2. Orthogonal vectors and matrices
  • 3. Norms
  • 4. The singular value decomposition
  • 5. More on the SVD
  • Part II. QR Factorization and Least Squares: 6. Projectors
  • 7. QR factorization
  • 8. Gram-Schmidt orthogonalization
  • 9. MATLAB
  • 10. Householder triangularization
  • 11. Least squares problems
  • Part III. Conditioning and Stability: 12. Conditioning and condition numbers
  • 13. Floating point arithmetic
  • 14. Stability
  • 15. More on stability
  • 16. Stability of householder triangularization
  • 17. Stability of back substitution
  • 18. Conditioning of least squares problems
  • 19. Stability of least squares algorithms
  • Part IV. Systems of Equations: 20. Gaussian elimination
  • 21. Pivoting
  • 22. Stability of Gaussian elimination
  • 23. Cholesky factorization
  • Part V. Eigenvalues: 24. Eigenvalue problems
  • 25. Overview of Eigenvalue algorithms
  • 26. Reduction to Hessenberg or tridiagonal form
  • 27. Rayleigh quotient, inverse iteration
  • 28. QR algorithm without shifts
  • 29. QR algorithm with shifts
  • 30. Other Eigenvalue algorithms
  • 31. Computing the SVD
  • Part VI. Iterative Methods: 32. Overview of iterative methods
  • 33. The Arnoldi iteration
  • 34. How Arnoldi locates Eigenvalues
  • 35. GMRES
  • 36. The Lanczos iteration
  • 37. From Lanczos to Gauss quadrature
  • 38. Conjugate gradients
  • 39. Biorthogonalization methods
  • 40. Preconditioning
  • Appendix
  • Notes
  • Bibliography
  • Index.

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この本の情報

書名 Numerical linear algebra
著作者等 Bau, David
Trefethen, Lloyd N.
Bau David III
Trefethen Lloyd N.
出版元 Society for Industrial and Applied Mathematics
刊行年月 c1997
ページ数 xii, 361 p.
大きさ 26 cm
ISBN 9780898713619
NCID BA30815324
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言語 英語
出版国 アメリカ合衆国
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