Linear algebra computation methods

Author: Jiang Changjin (Compiler)
Publisher:
Publish Date: 2003-08-01
Features: This book discusses the fundamental theories and common algorithms of computational methods in linear algebra, including direct methods, iterative methods, conjugate gradient methods, and linear least squares methods for solving systems of linear algebraic equations; power methods, inverse power methods, matrix deflation methods, QR methods, and QZ methods for solving eigenvalue problems of general n-order matrices; subspace iteration methods, symmetric QR methods, Jacobi methods, Givens-Householder methods, matrix singular value decomposition, and generalized Givens-Householder methods for solving eigenvalue problems of symmetric matrices; as well as generalized eigenvalue problems. For the methods discussed, the book generally provides the mathematical foundation of the algorithms, computational processes, and specific discussions on convergence and stability. This book serves as a textbook for undergraduate students in science and engineering disciplines, as well as for computational mathematics and applied software majors taking the course "Computational Methods of Linear Algebra (Numerical Linear Algebra)." It can also be referenced by senior undergraduate students, graduate students, teachers, and professionals in computational mathematics or those engaged in scientific and engineering computations.