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Description - The Matrix Eigenvalue Problem by David S. Watkins

The 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 Details

ISBN: 9780898716412
ISBN-10: 0898716411
Format: Paperback
(247mm x 174mm x 23mm)
Pages: 456
Imprint: Society for Industrial & Applied Mathematics,U.S.
Publisher: Society for Industrial & Applied Mathematics,U.S.
Publish Date: 30-Nov-2007
Country of Publication: United States

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Author Biography - David S. Watkins

David S. Watkins is professor of mathematics at Washington State University.

Books By David S. Watkins

Fundamentals of Matrix Computations by David S. Watkins
Hardback, July 2010