The Matrix Eigenvalue Problem
GR and Krylov Subspace Methods
By (author) David S. Watkins
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Matrix Eigenvalue Problem by David S. Watkins
Book DescriptionThe first in-depth, complete, and unified theoretical discussion of the two most important classes of algorithms for solving matrix eigenvalue problems: QR-like algorithms for dense problems and Krylov subspace methods for sparse problems. The author discusses the theory of the generic GR algorithm, including special cases (for example, QR, SR, HR), and the development of Krylov subspace methods. This book also addresses a generic Krylov process and the Arnoldi and various Lanczos algorithms, which are obtained as special cases. Theoretical and computational exercises guide students, step by step, to the results. Downloadable MATLAB programs, compiled by the author, are available on a supplementary Web site. Readers of this book are expected to be familiar with the basic ideas of linear algebra and to have had some experience with matrix computations. Ideal for graduate students, or as a reference book for researchers and users of eigenvalue codes.
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Book DetailsISBN: 9780898716412
(247mm x 174mm x 23mm)
Imprint: Society for Industrial & Applied Mathematics,U.S.
Publisher: Society for Industrial & Applied Mathematics,U.S.
Publish Date: 31-Jan-2008
Country of Publication: United States
Books By Author David S. Watkins
Fundamentals of Matrix Computations, Hardback (July 2010)» View all books by David S. Watkins
* This Third Edition explains how to perform matrix computations efficiently and accurately by providing a detailed introduction to the fundamental ideas of numerical linear algebra and utilizes MATLAB(R) to perform elaborate computational experiments.
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Author Biography - David S. Watkins
David S. Watkins is professor of mathematics at Washington State University.
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