Gene H. Golub / Charles F. Van Loan
简介
The fourth edition of Gene H. Golub and Charles F. Van Loan's classic is an essential reference for computational scientists and engineers in addition to researchers in the numerical linear algebra community. Anyone whose work requires the solution to a matrix problem and an appreciation of its mathematical properties will find this book to be an indispensible tool. This revision is a cover-to-cover expansion and renovation of the third edition. It now includes an introduction to tensor computations and brand new sections on: fast transforms; parallel LU; discrete Poisson solvers; pseudospectra; structured linear equation problems; structured eigenvalue problems; large-scale SVD methods; and, polynomial eigenvalue problems. Matrix Computations is packed with challenging problems, insightful derivations, and pointers to the literature-everything needed to become a matrix-savvy developer of numerical methods and software.
contents
1 Matrix Multiplication
2 Matrix Analysis
3 General Linear Systems
4 Special Linear Systems
5 Orthogonalization and Least Squares
6 Modified Least Squares Problems and Methods
7 Unsymmetric Eigenvalue Problems
8 Symmetric Eigenvalue Problems
9 Functions of Matrices
10 Large Sparse Eigenvalue Problems
11 Large Sparse Linear System Problems
12 Special Topics
