Author: Beresford N. Parlett
Publisher: SIAM
ISBN: 9781611971163
Category : Mathematics
Languages : en
Pages : 422
Book Description
According to Parlett, "Vibrations are everywhere, and so too are the eigenvalues associated with them. As mathematical models invade more and more disciplines, we can anticipate a demand for eigenvalue calculations in an ever richer variety of contexts." Anyone who performs these calculations will welcome the reprinting of Parlett's book (originally published in 1980). In this unabridged, amended version, Parlett covers aspects of the problem that are not easily found elsewhere. The chapter titles convey the scope of the material succinctly. The aim of the book is to present mathematical knowledge that is needed in order to understand the art of computing eigenvalues of real symmetric matrices, either all of them or only a few. The author explains why the selected information really matters and he is not shy about making judgments. The commentary is lively but the proofs are terse. The first nine chapters are based on a matrix on which it is possible to make similarity transformations explicitly. The only source of error is inexact arithmetic. The last five chapters turn to large sparse matrices and the task of making approximations and judging them.
The Symmetric Eigenvalue Problem
Author: Beresford N. Parlett
Publisher: SIAM
ISBN: 9781611971163
Category : Mathematics
Languages : en
Pages : 422
Book Description
According to Parlett, "Vibrations are everywhere, and so too are the eigenvalues associated with them. As mathematical models invade more and more disciplines, we can anticipate a demand for eigenvalue calculations in an ever richer variety of contexts." Anyone who performs these calculations will welcome the reprinting of Parlett's book (originally published in 1980). In this unabridged, amended version, Parlett covers aspects of the problem that are not easily found elsewhere. The chapter titles convey the scope of the material succinctly. The aim of the book is to present mathematical knowledge that is needed in order to understand the art of computing eigenvalues of real symmetric matrices, either all of them or only a few. The author explains why the selected information really matters and he is not shy about making judgments. The commentary is lively but the proofs are terse. The first nine chapters are based on a matrix on which it is possible to make similarity transformations explicitly. The only source of error is inexact arithmetic. The last five chapters turn to large sparse matrices and the task of making approximations and judging them.
Publisher: SIAM
ISBN: 9781611971163
Category : Mathematics
Languages : en
Pages : 422
Book Description
According to Parlett, "Vibrations are everywhere, and so too are the eigenvalues associated with them. As mathematical models invade more and more disciplines, we can anticipate a demand for eigenvalue calculations in an ever richer variety of contexts." Anyone who performs these calculations will welcome the reprinting of Parlett's book (originally published in 1980). In this unabridged, amended version, Parlett covers aspects of the problem that are not easily found elsewhere. The chapter titles convey the scope of the material succinctly. The aim of the book is to present mathematical knowledge that is needed in order to understand the art of computing eigenvalues of real symmetric matrices, either all of them or only a few. The author explains why the selected information really matters and he is not shy about making judgments. The commentary is lively but the proofs are terse. The first nine chapters are based on a matrix on which it is possible to make similarity transformations explicitly. The only source of error is inexact arithmetic. The last five chapters turn to large sparse matrices and the task of making approximations and judging them.
Numerical Methods for General and Structured Eigenvalue Problems
Author: Daniel Kressner
Publisher: Springer Science & Business Media
ISBN: 3540285024
Category : Mathematics
Languages : en
Pages : 272
Book Description
This book is about computing eigenvalues, eigenvectors, and invariant subspaces of matrices. Treatment includes generalized and structured eigenvalue problems and all vital aspects of eigenvalue computations. A unique feature is the detailed treatment of structured eigenvalue problems, providing insight on accuracy and efficiency gains to be expected from algorithms that take the structure of a matrix into account.
Publisher: Springer Science & Business Media
ISBN: 3540285024
Category : Mathematics
Languages : en
Pages : 272
Book Description
This book is about computing eigenvalues, eigenvectors, and invariant subspaces of matrices. Treatment includes generalized and structured eigenvalue problems and all vital aspects of eigenvalue computations. A unique feature is the detailed treatment of structured eigenvalue problems, providing insight on accuracy and efficiency gains to be expected from algorithms that take the structure of a matrix into account.
The Matrix Eigenvalue Problem
Author: David S. Watkins
Publisher: SIAM
ISBN: 9780898717808
Category : Mathematics
Languages : en
Pages : 452
Book Description
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.
Publisher: SIAM
ISBN: 9780898717808
Category : Mathematics
Languages : en
Pages : 452
Book Description
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.
Numerical Methods for Large Eigenvalue Problems
Author: Yousef Saad
Publisher: SIAM
ISBN: 9781611970739
Category : Mathematics
Languages : en
Pages : 292
Book Description
This revised edition discusses numerical methods for computing eigenvalues and eigenvectors of large sparse matrices. It provides an in-depth view of the numerical methods that are applicable for solving matrix eigenvalue problems that arise in various engineering and scientific applications. Each chapter was updated by shortening or deleting outdated topics, adding topics of more recent interest, and adapting the Notes and References section. Significant changes have been made to Chapters 6 through 8, which describe algorithms and their implementations and now include topics such as the implicit restart techniques, the Jacobi-Davidson method, and automatic multilevel substructuring.
Publisher: SIAM
ISBN: 9781611970739
Category : Mathematics
Languages : en
Pages : 292
Book Description
This revised edition discusses numerical methods for computing eigenvalues and eigenvectors of large sparse matrices. It provides an in-depth view of the numerical methods that are applicable for solving matrix eigenvalue problems that arise in various engineering and scientific applications. Each chapter was updated by shortening or deleting outdated topics, adding topics of more recent interest, and adapting the Notes and References section. Significant changes have been made to Chapters 6 through 8, which describe algorithms and their implementations and now include topics such as the implicit restart techniques, the Jacobi-Davidson method, and automatic multilevel substructuring.
Templates for the Solution of Algebraic Eigenvalue Problems
Author: Zhaojun Bai
Publisher: SIAM
ISBN: 0898714710
Category : Computers
Languages : en
Pages : 430
Book Description
Mathematics of Computing -- Numerical Analysis.
Publisher: SIAM
ISBN: 0898714710
Category : Computers
Languages : en
Pages : 430
Book Description
Mathematics of Computing -- Numerical Analysis.
Inverse Eigenvalue Problems
Author: Moody Chu
Publisher: Oxford University Press
ISBN: 0198566646
Category : Mathematics
Languages : en
Pages : 408
Book Description
Inverse eigenvalue problems arise in a remarkable variety of applications and associated with any inverse eigenvalue problem are two fundamental questions--the theoretical issue of solvability and the practical issue of computability. Both questions are difficult and challenging. In this text, the authors discuss the fundamental questions, some known results, many applications, mathematical properties, a variety of numerical techniques, as well as several open problems.This is the first book in the authoritative Numerical Mathematics and Scientific Computation series to cover numerical linear algebra, a broad area of numerical analysis. Authored by two world-renowned researchers, the book is aimed at graduates and researchers in applied mathematics, engineering and computer science and makes an ideal graduate text.
Publisher: Oxford University Press
ISBN: 0198566646
Category : Mathematics
Languages : en
Pages : 408
Book Description
Inverse eigenvalue problems arise in a remarkable variety of applications and associated with any inverse eigenvalue problem are two fundamental questions--the theoretical issue of solvability and the practical issue of computability. Both questions are difficult and challenging. In this text, the authors discuss the fundamental questions, some known results, many applications, mathematical properties, a variety of numerical techniques, as well as several open problems.This is the first book in the authoritative Numerical Mathematics and Scientific Computation series to cover numerical linear algebra, a broad area of numerical analysis. Authored by two world-renowned researchers, the book is aimed at graduates and researchers in applied mathematics, engineering and computer science and makes an ideal graduate text.
Numerical Methods for Eigenvalue Problems
Author: Steffen Börm
Publisher: Walter de Gruyter
ISBN: 3110250373
Category : Mathematics
Languages : en
Pages : 216
Book Description
Eigenvalues and eigenvectors of matrices and linear operators play an important role when solving problems from structural mechanics and electrodynamics, e.g., by describing the resonance frequencies of systems, when investigating the long-term behavior of stochastic processes, e.g., by describing invariant probability measures, and as a tool for solving more general mathematical problems, e.g., by diagonalizing ordinary differential equations or systems from control theory. This textbook presents a number of the most important numerical methods for finding eigenvalues and eigenvectors of matrices. The authors discuss the central ideas underlying the different algorithms and introduce the theoretical concepts required to analyze their behavior with the goal to present an easily accessible introduction to the field, including rigorous proofs of all important results, but not a complete overview of the vast body of research. Several programming examples allow the reader to experience the behavior of the different algorithms first-hand. The book addresses students and lecturers of mathematics, physics and engineering who are interested in the fundamental ideas of modern numerical methods and want to learn how to apply and extend these ideas to solve new problems.
Publisher: Walter de Gruyter
ISBN: 3110250373
Category : Mathematics
Languages : en
Pages : 216
Book Description
Eigenvalues and eigenvectors of matrices and linear operators play an important role when solving problems from structural mechanics and electrodynamics, e.g., by describing the resonance frequencies of systems, when investigating the long-term behavior of stochastic processes, e.g., by describing invariant probability measures, and as a tool for solving more general mathematical problems, e.g., by diagonalizing ordinary differential equations or systems from control theory. This textbook presents a number of the most important numerical methods for finding eigenvalues and eigenvectors of matrices. The authors discuss the central ideas underlying the different algorithms and introduce the theoretical concepts required to analyze their behavior with the goal to present an easily accessible introduction to the field, including rigorous proofs of all important results, but not a complete overview of the vast body of research. Several programming examples allow the reader to experience the behavior of the different algorithms first-hand. The book addresses students and lecturers of mathematics, physics and engineering who are interested in the fundamental ideas of modern numerical methods and want to learn how to apply and extend these ideas to solve new problems.
Applied Numerical Linear Algebra
Author: James W. Demmel
Publisher: SIAM
ISBN: 0898713897
Category : Mathematics
Languages : en
Pages : 426
Book Description
This comprehensive textbook is designed for first-year graduate students from a variety of engineering and scientific disciplines.
Publisher: SIAM
ISBN: 0898713897
Category : Mathematics
Languages : en
Pages : 426
Book Description
This comprehensive textbook is designed for first-year graduate students from a variety of engineering and scientific disciplines.
Linear Algebra for Large Scale and Real-Time Applications
Author: M.S. Moonen
Publisher: Springer Science & Business Media
ISBN: 9401581967
Category : Mathematics
Languages : en
Pages : 434
Book Description
Proceedings of the NATO Advanced Study Institute, Leuven, Belgium, August 3-14, 1992
Publisher: Springer Science & Business Media
ISBN: 9401581967
Category : Mathematics
Languages : en
Pages : 434
Book Description
Proceedings of the NATO Advanced Study Institute, Leuven, Belgium, August 3-14, 1992
An Introduction to Random Matrices
Author: Greg W. Anderson
Publisher: Cambridge University Press
ISBN: 0521194520
Category : Mathematics
Languages : en
Pages : 507
Book Description
A rigorous introduction to the basic theory of random matrices designed for graduate students with a background in probability theory.
Publisher: Cambridge University Press
ISBN: 0521194520
Category : Mathematics
Languages : en
Pages : 507
Book Description
A rigorous introduction to the basic theory of random matrices designed for graduate students with a background in probability theory.