Главная    Ex Libris    Книги    Журналы    Статьи    Серии    Каталог    Wanted    Загрузка    ХудЛит    Справка    Поиск по индексам    Поиск    Форум   
blank
Авторизация

       
blank
Поиск по указателям

blank
blank
blank
Красота
blank
Trefethen L.N., Bau D. — Numerical Linear Algebra
Trefethen L.N., Bau D. — Numerical Linear Algebra



Обсудите книгу на научном форуме



Нашли опечатку?
Выделите ее мышкой и нажмите Ctrl+Enter


Название: Numerical Linear Algebra

Авторы: Trefethen L.N., Bau D.

Аннотация:

Numerical Linear Algebra is a concise, insightful, and elegant introduction to the field of numerical linear algebra. Designed for use as a stand-alone textbook in a one-semester, graduate-level course in the topic, it has already been class-tested by MIT and Cornell graduate students from all fields of mathematics, engineering, and the physical sciences. The authors' clear, inviting style and evident love of the field, along with their eloquent presentation of the most fundamental ideas in numerical linear algebra, make it popular with teachers and students alike.

Numerical Linear Algebra aims to expand the reader's view of the field and to present the core, standard material in a novel way. It is a perfect companion volume to the encyclopedic treatment of the topic that already exists in Golub and Van Loan's now-classic Matrix Computations. All of the most important topics in the field, including iterative methods for systems of equations and eigenvalue problems and the underlying principles of conditioning and stability, are covered. Trefethen and Bau offer a fresh perspective on these and other topics, such as an emphasis on connections with polynomial approximation in the complex plane.

Numerical Linear Algebra is presented in the form of 40 lectures, each of which focuses on one or two central ideas. Throughout, the authors emphasize the unity between topics, never allowing the reader to get lost in details and technicalities. The book breaks with tradition by beginning not with Gaussian elimination, but with the QR factorization—a more important and fresher idea for students, and the thread that connects most of the algorithms ofnumerical linear algebra, including methods for least squares, eigenvalue, and singular value problems, as well as iterative methods for all of these and for systems of equations.

Students will benefit from the many exercises that follow each lecture. Well-chosen references and extensive notes enrich the presentation and provide historical context.


Язык: en

Рубрика: Математика/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 2002

Количество страниц: 361

Добавлена в каталог: 07.04.2008

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID
blank
Предметный указатель
Matrix, positive definite      see "Hermitian positive definite matrix"
Matrix, random      96 114 167—171 189 233 240 244 262 271 334
Matrix, random orthogonal      65 114 120
Matrix, random sparse      300 309
Matrix, random triangular      96 128 167
Matrix, skew-Hermitian      16 187
Matrix, sparse      232 244 300—301
Matrix, symmetric      11 172
Matrix, Toeplitz      68 318 337 342
Matrix, triangular      10 15 49 240
Matrix, tridiagonal      194 218
Matrix, unit triangular      62 148
Matrix, unitarily diagonalizable      see "Normal matrix"
Matrix, unitary      14—16 119 163 187
Matrix, Vandermonde      4 53 64 78 137 289 292 337
Matrix, well-conditioned      94
matrix-matrix multiplication      5
matrix-vector multiplication      3 93 330
Memory hierarchy      59
Minres      293
Multigrid methods      317 326
Multiplicity of an eigenvalue, algebraic      183
Multiplicity of an eigenvalue, geometric      183
Multipole methods      232 245 326 339
Nested dissection      245
NETLIB      330
Newton — Cotes quadrature formula      289 341
Newton's method      101 231
Nondefective matrix      185—186
Nonnormal matrix      186 258
Nonsingular matrix      7
Normal distribution      96 171 240
Normal equations      81 82 130 137 141 204
Normal matrix      92 173 187 201
Norms      17—24 331
Norms, 1-, 2-, 4-, $\infty$-, p-      18
Norms, equivalence of      37 106 117
Norms, induced      18
Norms, matrix      18 22
Norms, vector      17
Norms, weighted      18 24 294
Normwise analysis      127 334
NullSpace      7 33
Nullspace, computation of      36
Numerical analysis, definition of      321—327
Numerical range      209
O ("big O")      103—106
O($\epsilon_{machine}$)      104
One-to-one function      7
Operation count      58—60
Orthogonal matrix      14 218
Orthogonal polynomials      285—292 341
Orthogonal polynomials approximation problem      288
Orthogonal projector      43—47 56 81 83 129
Orthogonal triangularization      69—70 148
Orthogonal vectors      13
Orthogonality, loss of      66—67 282—283 295
Orthonormal basis      36
Orthonormal vectors      13
Outer product      6 22 24 109 see
Overdetermined system      77
Overflow      97
p-Norm      18
Pade approximation      311 341
Panel methods      245
Parallel computer      66 233
Partial differential equations      53 244 248 316—318 332
Partial pivoting      156 160 336
Permutation matrix      34 157 220
Pivot element      155
Pivoting in Gaussian elimination      155— 162 336
Polar decomposition      331
Polynomial      4 101 181 283
Polynomial of a matrix      259 265 318
Polynomial, approximation      246 258 268—269 298—299 340—341
Polynomial, Chebyshev      292 300
Polynomial, interpolation      78 96 292
Polynomial, Legendre      53 54 64 68 285—292
Polynomial, monic      183 259
Polynomial, orthogonal      285—292
Polynomial, preconditioner      318
Polynomial, quintic      192
Polynomial, roots      92 101 110 190 191 227 338
Positive definite matrix      see "Hermitian positive definite matrix"
Potential theory      279 283—284 341
Power iteration      191 204—206
Powers of a matrix      33 120 182 189
PRECISION      98
Preconditioning      274 297 313—319 326 342
Principal minors      154 214
Problem, formal definition      89 102
Problem, instance      89
Problem-solving environment      63
Projector      41 331—332
Projector, complementary      42
Projector, oblique      41
Projector, orthogonal      43—47 56 81 83 129
Projector, rank-one      14 46
Pseudo-minimal polynomial      261
Pseudoinverse      81—85 94 129 335
Pseudospectra      201 265 338 340
Pseudospectra, computation of      201 265 340
Pythagorean Theorem      15 81
Q portrait      169—170
QMR (quasi-minimal residuals)      310—311 341
QR algorithm      211—224 239 253—254 338
QR factorization      x 36 48—55 48—55 83 253 332
QR factorization, full      49
QR factorization, reduced      49
QR factorization, with column pivoting      49 143
Quadrature      285—292
Quasi-minimal residuals      see "QMR"
RADIX      98
random matrix      96 114 167—171 189 233 240 244 262 271 334
Random matrix, orthogonal      65 114 120
Random matrix, sparse      300 309
Random matrix, triangular      96 128 167
RANGE      6 33
Range, computation of      36
Range, sensitivity to perturbations      133—134
Rank      7 33 55
Rank, computation of      36
Rank-deficient matrix      84 143
Rank-one matrix      35 see
Rank-one perturbation      16 230
Rank-one projector      14 46
Rank-revealing factorization      336
Rank-two perturbation      232
Rayleigh quotient      203 209 217 254 283
Rayleigh quotient, iteration      207—209 221 338
Rayleigh quotient, shift      221 342
Rayleigh — Ritz procedure      254
Recursion      16 230 249
Reflection      15 29 see
Reflection, of light      136
Regression      136
Regularization      36
Residual      77 116
Resolvent      201
Resonance      182
Richardson iteration      274 302
Ritz matrix      276
Ritz values      255 257 278
Rootfinding      see "Polynomial roots"
Rotation      15 29 31 see
Rounding      99
Rounding, errors      321—327
Row, rank      7
Row, vector      21
Schur complement      154
Schur factorization      187 193 337
Secular equation      231
Self-adjoint operator      258
Shadowing      335
Shifts in QR algorithm      212 219—224
Similar matrices      184
Similarity transformation      34 184
Simultaneous inverse iteration      219
Simultaneous iteration      213—218 253—254
Singular value      8 26
Singular value decomposition      see "SVD"
Singular vector      26
Skeel, condition number      334
Skeel, Robert D.      326
Skew-Hermitian matrix      16 187
Software      330
SOR (successive over-relaxation)      318 339
Sparse, direct methods      339
Sparse, matrix      232 244 300—301
Spectral abscissa      189 258
Spectral methods      53 255 317 326 332
Spectral radius      24 189
Spectrum      181 201
Splitting      317—318
Square root      58 91 127
SSOR (symmetric SOR)      318
Stability      57 66 72 84 89 102—113 326
Stability, formal definition      104
Stability, physical      182 258
Stable algorithm      see "Stability"
Stationary point      203 283
Steepest descent iteration      302
Stiefel, Eduard      293 341
Strassen's algorithm      247 249 330 340
Sturm sequence      228
SubMatrix      9 333
Subtraction      91 108
Superellipse      18
SVD (singular value decomposition)      25—37 83 113 120 142 201 322 331
SVD (singular value decomposition), computation of      36 113 234—240 339
SVD (singular value decomposition), full      28
SVD (singular value decomposition), reduced      27
Symbolic computation      101 324
Symmetric matrix      11 172
TFQMR (transpose-free QMR)      311 341
Three-step bidiagonalization      238—240
Three-term recurrence relation      229 276 282 287 291
Threshold pivoting      336
Tilde ($\tilde{ }$)      103
Toeplitz matrix      68 318 337 342
Trace      23
Translation-invariance      261 269
TRANSPOSE      11
Transpose-free iterations      311
Traub, Joseph      327
Triangle inequality      17
Triangular matrix      10 15 49 240 triangular"
Triangular orthogonalization      51 70 148
Triangular system of equations      54 82—83 117 121—128
Triangular triangularization      148
Tridiagonal biorthogonalization      305—306
Tridiagonal matrix      194 218
Tridiagonal orthogonalization      305—306
Tridiagonal reduction      194 196—201 212
Turing, Alan      325 333 335 342
Underdetermined system      143
Underflow      97
Unit, ball      20
Unit, sphere      25
Unit, triangular matrix      62 148
Unitarily diagonalizable matrix      see "Normal matrix"
Unitary, diagonalization      187—188
Unitary, equivalence      31
Unitary, matrix      14—16 119 163 187
Unitary, triangularization      188
Unstable algorithm      see "Stability"
Vandermonde matrix      4 53 64 78 137 289 292 337
von Neumann, John      325 335 336
Wavelets      245
Weighted norm      18 24 294
Well-conditioned matrix      94
Well-conditioned problem      89 91
Wilkinson, James H.      115 325 330 335 336
Wilkinson, James H., book by      331 337
Wilkinson, James H., polynomial      92
Wilkinson, James H., shift      222 224
Zerofinding      see "Polynomial roots"
Ziggurat      75
\ operator in Matlab      85 138 177 337
~      59
1 2
blank
Реклама
blank
blank
HR
@Mail.ru
       © Электронная библиотека попечительского совета мехмата МГУ, 2004-2024
Электронная библиотека мехмата МГУ | Valid HTML 4.01! | Valid CSS! О проекте