Matrix Computations (3/E)

Revised and updated, the third edition of Golub and Van Loan's classic text in computer science provides essential information about the mathematical background and algorithmic skills required for the production of numerical software. This new edition includes thoroughly revised chapters on matrix multiplication problems and parallel matrix computations, expanded treatment of CS decomposition, an updated overview of floating point arithmetic, a more accurate rendition of the modified Gram-Schmidt process, and new material devoted to GMRES, QMR, and other methods designed to handle the sparse unsymmetric linear system problem.

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.

Reviews

"A mine of insight and information and a provocation to thought; the annotated bibliographies are helpful to those wishing to explore further. One could not ask for more, and the book should be considered a resounding success."

--Bulletin of the Institute of Mathematics and Its Applications

Contents

1. Matrix Multiplication Problems
2. Matrix Analysis
3. General Linear Systems
4. Special Linear Systems
5. Orthogonalization and Least Squares
6. Parallel matrix Computations
7. The Unsymmetric Eigenvalue Problem
8. The Symmetric Eigenvalue Problem
9. Lanczos Methods
10. Iterative Methods for Linear Systems
11. Functions of Matrices
12. Special Topics