Functions of Matrices: Theory and Computation (BOK)

Nicholas J. Higham

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A 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the theory of matrix functions and numerical methods for computing them, including an overview of applications, new and unpublished research results, and improved algorithms.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.

Produktfakta

Språk Engelsk Engelsk Innbinding Innbundet
Utgitt 2008 Forfatter Nicholas J. Higham
Forlag
CAMBRIDGE UNIVERSITY PRESS
ISBN 9780898716467
Antall sider 450 Dimensjoner 17,4cm x 24,7cm x 2,3cm
Vekt 930 gram Leverandør Bertram Trading Ltd
Emner og form Algebra

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