Functions of Matrices
Theory and Computation
By (author) Nicholas J. Higham
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Functions of Matrices by Nicholas J. Higham
Book DescriptionA 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the theory of matrix functions and numerical methods for computing them, including an overview of applications, new and unpublished research results, and improved algorithms.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 Frechet 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.
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Book DetailsISBN: 9780898716467
(247mm x 174mm x 23mm)
Imprint: Society for Industrial & Applied Mathematics,U.S.
Publisher: Society for Industrial & Applied Mathematics,U.S.
Publish Date: 11-Sep-2008
Country of Publication: United States
Books By Author Nicholas J. Higham
Accuracy and Stability of Numerical Algorithms, Hardback (August 2002)
This book provides a thorough, up-to-date treatment of the behaviour of numerical algorithms in finite precision arithmetic.
Handbook of Writing for the Mathematical Sciences, Paperback (August 1998)» View all books by Nicholas J. Higham
Nick Higham follows up his successful HWMS volume with this much-anticipated second edition.
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Author Biography - Nicholas J. Higham
Nicholas J. Higham, FRS, is Richardson Professor of Applied Mathematics at the University of Manchester,UK.
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