Product Information
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.Product Identifiers
PublisherPrinceton University Press
ISBN-139780691143415
eBay Product ID (ePID)89696241
Product Key Features
Number of Pages376 Pages
LanguageEnglish
Publication NameMatrices, Moments and Quadrature with Applications
Publication Year2009
SubjectComputer Science, Mathematics
TypeTextbook
AuthorGene H. Golub, Gerard Meurant
SeriesPrinceton Series in Applied Mathematics
Dimensions
Item Height235 mm
Item Weight652 g
Additional Product Features
Country/Region of ManufactureUnited States
Title_AuthorGerard Meurant, Gene H. Golub