The Algebraic Eigenvalue Problem (Nmsc)

ISBN-13: 9780198534181 / Angielski / Miękka / 1988 / 680 str.

J. H. Wilkinson

Opis

This volume, which became a classic on first publication, is perhaps the most important and widely read book in the field of numerical analysis. It presents a distillation of the author's pioneering discoveries concerning the computation of matrix eigenvalues. The emphasis is on the transmission of knowledge rather than elaborate proofs. The book will be valued by all practicing numerical analysts, students and researchers in the field, engineers, and scientists.

Recenzje

'Questions of sensitivity, and the economy and stability of many numerical methods are treated in rigorous detail, but always in a manner accessible to engineers and scientists.' Quarterly of Applied Mathematics

Spis treści

Theoretical background; Perturbation theory; Error analysis; Solution of linear algebraic equations; Hermitian matrices; Reduction of a general matrix to condensed form; Eigenvalues of matrices of condensed forms; The LR and QR algorithms; Iterative methods; Bibliography; Index.