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Functions of Matrices
Nicholas J. Higham
其他書名
Theory and Computation
出版SIAM, 2008-09-11
主題Mathematics / Mathematical AnalysisMathematics / Algebra / LinearMathematics / AppliedMathematics / MatricesMathematics / Numerical Analysis
ISBN08987164629780898716467
URLhttp://books.google.com.hk/books?id=2Wz_zVUEwPkC&hl=&source=gbs_api
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註釋A thorough and elegant treatment of the theory of matrix functions and numerical methods for computing them, including an overview of applications, new and unpublished research results, and improved algorithms. Key features include a detailed treatment of the matrix sign function and matrix roots; a development of the theory of conditioning and properties of the FrŸ?chet derivative; Schur decomposition; block Parlett recurrence; a thorough analysis of the accuracy, stability, and computational cost of numerical methods; general results on convergence and stability of matrix iterations; and a chapter devoted to the f(A)b problem. Ideal for advanced courses and for self-study, its broad content, references and appendix also make this book a convenient general reference. Contains an extensive collection of problems with solutions and MATLAB? implementations of key algorithms.