Matrix Computations / Edition 3

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Overview

The fourth edition of Gene H. Golub and Charles F. Van Loan's classic is an essential reference for computational scientists and engineers in addition to researchers in the numerical linear algebra community. Anyone whose work requires the solution to a matrix problem and an appreciation of its mathematical properties will find this book to be an indispensible tool.

This revision is a cover-to-cover expansion and renovation of the third edition. It now includes an introduction to tensor computations and brand new sections on • fast transforms• parallel LU• discrete Poisson solvers• pseudospectra• structured linear equation problems• structured eigenvalue problems• large-scale SVD methods• polynomial eigenvalue problems

Matrix Computations is packed with challenging problems, insightful derivations, and pointers to the literature—everything needed to become a matrix-savvy developer of numerical methods and software.

Johns Hopkins University Press

Provides the vital mathematical background and algorithmic skills requred for the production numerical software.

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Editorial Reviews

SIAM Review
A wealth of material, some old and classical, some new and still subject to debate. It will be a valuable reference source for workers in numerical linear algebra as well as a challenge to students.
Bulletin of the Institute of Mathematics and its Applications
In purely academic terms the reader with an interest in matrix computations will find this book to be a mine of insight and information, and a provocation to thought; the annotated bibliographies are helpful to those wishing to explore further. One could not ask for more, and the book should be considered a resounding success.
Image: Bulletin of the International Linear Algebra Society
The authors have rewritten and clarified many of the proofs and derivations from the first edition. They have also added new topics such as Arnoldi iteration, domain decomposition methods, and hyperbolic downdating. Clearly the second edition is an invaluable reference book that should be in every university library. With the new proofs and derivations, it should remain the text of choice for graduate courses in matrix computations
Image: Bulletin of the International Linear Algebra Society
The authors have rewritten and clarified many of the proofs and derivations from the first edition. They have also added new topics such as Arnoldi iteration, domain decomposition methods, and hyperbolic downdating. Clearly the second edition is an invaluable reference book that should be in every university library. With the new proofs and derivations, it should remain the text of choice for graduate courses in matrix computations
Booknews
Provides the vital mathematical background and algorithmic skills required for the production of numerical software. Chapters on high performance computing utilize matrix multiplication to illustrate how to organize a calculation for vector processors as well as for computers with shared or distributed memories. Also, discusses parallel vector methods for linear equations, least squares, and eigenvalue problems. Paper edition $29.95 not seen by SciTech. Annotation c. Book News, Inc., Portland, OR booknews.com
Bulletin of the Institute of Mathematics and Its Applications

A mine of insight and information and a provocation to thought; the annotated bibliographies are helpful to those wishing to explore further. One could not ask for more, and the book should be considered a resounding success.

Midwest Book Review

Problems, solutions, and discussions of the formulas, methods and literature surrounding matrix computations make for a reference that is specific and well detailed: perfect for any college-level math collection appealing to engineers.

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Product Details

  • ISBN-13: 9780801854149
  • Publisher: Johns Hopkins University Press
  • Publication date: 10/28/1996
  • Series: Johns Hopkins Studies in the Mathematical Sciences , #3
  • Edition description: third edition
  • Edition number: 3
  • Pages: 728
  • Product dimensions: 6.12 (w) x 9.25 (h) x 1.29 (d)

Meet the Author

Gene H. Golub (1932–2007) was a professor emeritus and former director of scientific computing and computational mathematics at Stanford University. Charles F. Van Loan is a professor of computer science at Cornell University, where he is the Joseph C. Ford Professor of Engineering.

Johns Hopkins University Press

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Table of Contents

Preface to the Third Edition
Software
Selected References
1 Matrix Multiplication Problems 1
2 Matrix Analysis 48
3 General Linear Systems 87
4 Special Linear Systems 133
5 Orthogonalization and Least Squares 206
6 Parallel Matrix Computations 275
7 The Unsymmetric Eigenvalue Problem 308
8 The Symmetric Eigenvalue Problem 391
9 Lanczos Methods 470
10 Iterative Methods for Linear Systems 508
11 Functions of Matrices 555
12 Special Topics 579
Bibliography 637
Index 687
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