Авторизация
Поиск по указателям
Watkins D. — Fundamentals of matrix computations
Обсудите книгу на научном форуме
Нашли опечатку? Выделите ее мышкой и нажмите Ctrl+Enter
Название: Fundamentals of matrix computations
Автор: Watkins D.
Аннотация: A significantly revised and improved introduction to a critical aspect of scientific computation
Matrix computations lie at the heart of most scientific computational tasks. For any scientist or engineer doing large-scale simulations, an understanding of the topic is essential. Fundamentals of Matrix Computations, Second Edition explains matrix computations and the accompanying theory clearly and in detail, along with useful insights.
This Second Edition of a popular text has now been revised and improved to appeal to the needs of practicing scientists and graduate and advanced undergraduate students. New to this edition is the use of MATLAB for many of the exercises and examples, although the Fortran exercises in the First Edition have been kept for those who want to use them. This new edition includes:
* Numerous examples and exercises on applications including electrical circuits, elasticity (mass-spring systems), and simple partial differential equations
* Early introduction of the singular value decomposition
* A new chapter on iterative methods, including the powerful preconditioned conjugate-gradient method for solving symmetric, positive definite systems
* An introduction to new methods for solving large, sparse eigenvalue problems including the popular implicitly-restarted Arnoldi and Jacobi-Davidson methods
With in-depth discussions of such other topics as modern componentwise error analysis, reorthogonalization, and rank-one updates of the QR decomposition, Fundamentals of Matrix Computations, Second Edition will prove to be a versatile companion to novice and practicing mathematicians who seek mastery of matrix computation.
Язык:
Рубрика: Математика /
Статус предметного указателя: Готов указатель с номерами страниц
ed2k: ed2k stats
Издание: second edition
Год издания: 2002
Количество страниц: 618
Добавлена в каталог: 20.07.2005
Операции: Положить на полку |
Скопировать ссылку для форума | Скопировать ID
Предметный указатель
decomposition 84
decomposition 85
Abel, N.H. 310 478
Absolute value of a matrix 159 176
acosh 450
Airfoil 69
Algebraic multiplicity 306 417
Ammar — Dillo conjecture 604
Angle between two vectors 186
Arnoldi process 435
Arnoldi process, implicitly restarted (IRA) 451
Arrowhead matrix 63
Augmented matrix 71
Back substitution 29
backslash 15
Backward error analysis 145
Backward stability 146
Backward stability and residual 146 463
Backward stability of Cholesky's method 164
Backward stability of forward substitution 159
Backward stability of Gaussian elimination 162
Backward stability of matrix multiplication 211
Backward stability of rotators and reflectors 206 211
Backward stability, componentwise 161 179
Backward stability, normwise 161
Band width 54
Banded matrix 54
Basis (of a subspace) 224
Bauer — Fike theorem 463
Bauer's Theorem 173
Best approximation theorem 243 583
bicg 600
BICGSTAB 599
Biconjugate-gradient (BiCG) algorithm 598
Bidiagonal matrix 402
Bidiagonal matrix, proper 405
Biorthogonal vectors 465 599
Bisection method 483
BLAS 102
Block Gaussian elimination 90
Block iteration 541
bucky 64
Bucky ball 64
Bulge-chasing algorithm 375 380 407 486 513
Bunch — Kaufman algorithm 106
Cache 10
Cancellation 144
Cancellation in Gaussian elimination 151
Catastrophic cancellation 144
Cauchy —Schwarz inequality 113 186
cgs 599
Characteristic equation 305 505
Characteristic polynomial 305 505
Chebyshev acceleration 550
Chebyshev polynomials 448
Chebyshev polynomials and convergence of CG algorithm 594
Chebyshev polynomials and convergence of Lanczos process 450
chol 39
Cholesky decomposition 34
Cholesky decomposition, downdating 253 255 257
Cholesky decomposition, updating 251
Cholesky's method, backward stability 164
Cholesky's method, block 45
Cholesky's method, bordered form 43
Cholesky's method, inner-product form 36
Cholesky's method, outer-product form 42
choline 581
Cofactor method 103
Column scaling 171
Column space 242
Companion matrix 309
Complete pivoting 104
Componentwise backward stability 179
Computer 148
cond 122
condeig 468
condest 132
Condition number 121
Condition number of nonsquare matrix 232
Condition number of simple eigenvalue 466
Condition number of simple eigenvector 471
Condition number of square matrix 121
Condition number, control of 284
Condition number, estimation of 131
Condition number, geometric view 123 128
Condition number, Skeel 177
Conductance 50
Conformable partition 9
Congruence 483
Congruence of matrix pairs 509
conjugate 208
Conjugate (vectors) 583
Conjugate transpose 49
Conjugate-gradient (CG) method 576
Conjugate-gradient (CG) method and Lanczos process 588 590 597
Conjugate-gradient (CG) method as acceleration technique 550
Conjugate-gradient (CG) method, convergence of 590
Conjugate-gradient (CG) method, derivation 581
Conjugate-gradient (CG) method, preconditioned 578
Contraction number 315
Convection-diffusion operator 107 109
Convergence rate, asymptotic ( ) 548
Convergence rate, of classical methods 549
Convergence ratio 315
Convergence, cubic 328
Convergence, linear 315
Convergence, quadratic 328
Convergence, slower than linear 315
cosh 450
cputime 5
Cramer's rule 105
Crout reduction 81
Cubic convergence 328
Cuppen's algorithm 491
Cuppen's algorithm, secular equation 494
Curse of dimensionality 529
Cuthill — McKee ordering, reverse 64
Damped iteration 553
Damped Jacobi method 544
Damped pendulum 299
Davidson's method 458
Decomposition, 84 479
Decomposition, 85
Decomposition, Cholesky 34
Decomposition, LDV 84
Decomposition, LR 482
Decomposition, LU 80
Decomposition, QR 190
Decomposition, Schur 337
Decomposition, singular value 262
Decomposition, spectral 339
Decomposition, twisted 489
Defective matrix 308
Deflation in the QR algorithm 361
delsq 68
demo 5
Departure from normality 468
Descent method 560
Descent method, CG 576
Descent method, Gauss — Seidel 561
Descent method, preconditioned CG 578
Descent method, SOR 562
Descent method, steepest 562
DET 104
Determinant, computation of 104
diag 220
Diagonal matrix 84
Diagonalization theorem 335
diary 5
Differential equations 289 502
Differential equations, asymptotically stable 298
Differential equations, homogeneous linear 291
Differential equations, nonhomogeneous linear 294
Differential equations, nonlinear 298
Differential equations, unstable 298
Dimension (of a subspace) 224
Direct sum (of subspaces) 241
Direct vs. iterative methods 310
Distance to nearest rank-deficient matrix 270
Distance to nearest singular matrix 274
Divide-and-conquer algorithm 491
Domain decomposition 549
Dominant eigenvalue 314
Doolittle reduction 81
Downdating QR, deleting a column 254
Downdating QR, deleting a row 252
Dqds algorithm 487
Duality in subspace iteration 428
EIG 300 504
Eigenpair 305
Eigenspace 414
Eigenvalue 305 505
Eigenvalue, condition number 466
Eigenvalues of normal matrices 345
Eigenvector 305 505
Eigenvector, condition number 471
Eigenvector, left 331 465
Eigenvector, right 465
eigs 452
Elementary row operation 71
Elimination, Gauss — Jordan 105
Elimination, Gaussian 71
elmat 70
Energy inner product and norm 582
Envelope of a matrix 57
EPS 169
Equivalence of linear systems 70
Equivalence of matrices 262
Equivalence of matrix pairs (pencils) 507
Equivalence, orthogonal 262 401
Error analysis, a priori vs. a posteriori 137
Error analysis, backward vs. forward 145
Error analysis, componentwise 175
Error, absolute vs. relative 141
Euclidean norm 112
Exact shift 323 367
Exceptional shift 367
eye 170
Fast Poisson solver 529
Fast rotators 194
Fill-in 63
Finite difference method 18 522 524
Five-point stencil 525
Floating-point, arithmetic 139
Floating-point, IEEE standard 140
FLOP 3
FORMAT 153
format, long 153
format, long e 500
format, short e 272
Fortran-90 101
Forward substitution 24
Forward substitution, backward stability 159
Forward substitution, block 30
Forward substitution, column oriented 27
Forward substitution, row oriented 24
Frobenius norm 115
full 322
Full rank 213
Fundamental subspaces 241 264
Galerkin condition 447 598
Galerkin condition, Petrov 599
gallery 70
Gauss transform 89 210
Gauss — Jordan elimination 105
Gauss — Seidel method 533
Gauss — Seidel method, as a descent method 561
Gauss — Seidel method, as smoother for multigrid 544
Gauss — Seidel method, block 541
Gauss — Seidel method, convergence rate 549
Gauss — Seidel method, line 542
Gauss — Seidel method, orderings 536
Gauss — Seidel method, red-black 537
Gauss — Seidel method, symmetric 538
Gaussian elimination, backward stability 162
Gaussian elimination, block 90 102
Gaussian elimination, column oriented 100
Gaussian elimination, generic 91
Gaussian elimination, inner-product formulation 81
Gaussian elimination, row oriented 100
Gaussian elimination, sparse 106
Gaussian elimination, with pivoting 93
Gaussian elimination, with small pivot 154
Gaussian elimination, without pivoting 71
Generalized eigenvalue problem 502 505
Generalized inverse, Moore — Penrose 277
Geometric multiplicity 342 417
Gerschgorin disk 473
Givens rotator 192
gmres 597
Gradient 560
Gram — Schmidt process, and QR decomposition 227
Gram — Schmidt process, classical 226—227
Gram — Schmidt process, modified 229
Gram — Schmidt process, reorthogonalization 233
Harmonic Ritz value 461
help 5
Hermitian matrix 49 337
hess 355
Hessenberg matrix 329 349
Hessenberg matrix, j-Hessenberg 460
Hessenberg matrix; 2-Hessenberg 379
Hessenberg matrix; proper (unreduced) 365
Hessenberg-triangular form 510
hilb 123
Hilbert matrix 123 150 248
Householder transformation 196
Hyperbolic transformation 256
Hyperplane 196
Ideal computer 142
Idempotent 195
Identity matrix 12
IEEE floating-point standard 140
Ill-conditioned matrix 121
Implicit-Q theorem 381 408 514
Implicitly restarted Amoldi (IRA) 451
Inductance 290
Induction, mathematical 31
Inertia 483
inf 148
Inner product 186 581—582
Inner product, complex 206
Inner product, energy 582
Inner product, induced by H 582
Inner product, of functions 247
INV 59 104
Invariant subspace 414
Inverse matrix 12
Inverse matrix, computation of 103
Inverse matrix, of a sparse matrix 59
Inverse matrix, pseudoinverse 277
Inverse power method (inverse iteration) 319
Invertible matrix 13
IRA 451
isieee 148
Isometric matrix (isometry) 221
issparse 67
Iterative refinement 178
Iterative vs. direct methods 310
Jacobi rotator 477 495
Реклама