Introduction to Matrix Computations
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Introduction to Matrix Computations

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Numerical linear algebra is far too broad a subject to treat in a single introductory volume. Stewart has chosen to treat algorithms for solving linear systems, linear least squares problems, and eigenvalue problems involving matrices whose elements can all be contained in the high-speed storage of a computer. By way of theory, the author has chosen to discuss the theory of norms and perturbation theory for linear systems and for the algebraic eigenvalue problem. These choices exclude, among other things, the solution of large sparse linear systems by direct and iterative methods, linear programming, and the useful Perron-Frobenious theory and its extensions. However, a person who has fully mastered the material in this book should be well prepared for independent study in other areas of numerical linear algebra.
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Product details

  • Hardback | 441 pages
  • 152.4 x 231.1 x 35.6mm | 793.8g
  • Academic Press Inc
  • San Diego, United States
  • English
  • 0126703507
  • 9780126703504

Table of contents

Preliminaries. Practicalities. The Direct Solution of Linear Systems. Norms, Limits, and Condition Numbers. The Linear Least Squares Problem. Eigenvalues and Eigenvectors. The QR Algorithm. The Greek Alphabet and Latin Notational Correspondents. Determinants. Rounding-Error Analysis of Solution of Triangular Systems and of Gaussian Elimination. Of Things Not Treated. Bibliography. Index.
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Review quote

"The material presented here bridges the gap between the usual treatment of abstract vector spaces and the matrix theory with which a modern numerical analyst must be familiar in a way that should meet with widespread approval. Few books on numerical analysis have given me as much satisfaction as did this. It has perfect balance in an age where this quality is becoming increasingly rare."
--James H. Wilkinson
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