Functions of Matrices Nicholas J. Higham

ISBN: 9780898716467

Published: September 11th 2008

Hardcover

450 pages


Description

Functions of Matrices  by  Nicholas J.  Higham

Functions of Matrices by Nicholas J. Higham
September 11th 2008 | Hardcover | PDF, EPUB, FB2, DjVu, audiobook, mp3, RTF | 450 pages | ISBN: 9780898716467 | 8.44 Mb

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theory of matrix functions and numerical methods for computing them, including an overview of applications, new and unpublished research results, and improved algorithms.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theory of matrix functions and numerical methods for computing them, including an overview of applications, new and unpublished research results, and improved algorithms.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