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Call Number 512.9/434
Author Stewart, G. W. (Gilbert W.)
Title Matrix algorithms. Vol. 1, Basic decompositions [electronic resource] / G.W. Stewart.
Title Basic decompositions.
Publication Philadelphia, Pa. : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), 1998.
Material Info. 1 electronic text (xix, 458 p.) : ill., digital file.
Summary Note This volume is the first in a self-contained five-volume series devoted to matrix algorithms. It focuses on the computation of matrix decompositions--that is, the factorization of matrices into products of similar ones. The first two chapters provide the required background from mathematics and computer science needed to work effectively in matrix computations. The remaining chapters are devoted to the LU and QR decompositions--their computation and applications. The singular value decomposition is also treated, although algorithms for its computation will appear in the second volume of the series. The present volume contains 65 algorithms formally presented in pseudocode. Other volumes in the series will treat eigensystems, iterative methods, sparse matrices, and structured problems. The series is aimed at the nonspecialist who needs more than black-box proficiency with matrix computations. To give the series focus, the emphasis is on algorithms, their derivation, and their analysis. The reader is assumed to have a knowledge of elementary analysis and linear algebra and a reasonable amount of programming experience, typically that of the beginning graduate engineer or the undergraduate in an honors program. Strictly speaking, the individual volumes are not textbooks, although they are intended to teach, the guiding principle being that if something is worth explaining, it is worth explaining fully. This has necessarily restricted the scope of the series, but the selection of topics should give the reader a sound basis for further study.
Notes Includes bibliographical references and index.
Notes Algorithms -- Notation -- Preface -- Chapter 1. Matrices, algebra, and analysis -- Chapter 2. Matrices and machines -- Chapter 3. Gaussian elimination -- Chapter 4. The QR decomposition and least squares -- Chapter 5. Rank-reducing decompositions -- References -- Index.
ISBN 9781611971408 (electronic bk.)
Subject Matrices.
Subject Matrix algorithms
Subject LU decomposition
Subject QR decomposition
Subject Gaussian elimination
Subject Condition estimation
Subject Rank-revealing URV decomposition
Subject Rank-revealing ULV decomposition
Subject Least squares
Subject Orthogonal decompositions
Added Entry Society for Industrial and Applied Mathematics.
Date Year, Month, Day:01405141
Link SIAM

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