| Matrices, Moments and Quadrature with Applications Contributor(s): Golub, Gene H. (Author), Meurant, Gérard (Author) |
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ISBN: 0691143412 ISBN-13: 9780691143415 Publisher: Princeton University Press OUR PRICE: $94.95 Product Type: Hardcover - Other Formats Published: December 2009 |
| Additional Information |
| BISAC Categories: - Mathematics | Matrices - Mathematics | Algebra - Linear - Mathematics | Applied |
| Dewey: 512.943 |
| LCCN: 2009931397 |
| Series: Princeton Series in Applied Mathematics (Hardcover) |
| Physical Information: 1.1" H x 6.1" W x 9.2" (1.45 lbs) 376 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: This computationally oriented book describes and explains the mathematical relationships among matrices, moments, orthogonal polynomials, quadrature rules, and the Lanczos and conjugate gradient algorithms. The book bridges different mathematical areas to obtain algorithms to estimate bilinear forms involving two vectors and a function of the matrix. The first part of the book provides the necessary mathematical background and explains the theory. The second part describes the applications and gives numerical examples of the algorithms and techniques developed in the first part. Applications addressed in the book include computing elements of functions of matrices; obtaining estimates of the error norm in iterative methods for solving linear systems and computing parameters in least squares and total least squares; and solving ill-posed problems using Tikhonov regularization. This book will interest researchers in numerical linear algebra and matrix computations, as well as scientists and engineers working on problems involving computation of bilinear forms. |