Ilse Ipsen, "Numerical Matrix Analysis: Linear Systems and Least Squares"
English | 2009-07-02 | ISBN: 0898716764 | 142 pages | PDF | 1.2 mb
English | 2009-07-02 | ISBN: 0898716764 | 142 pages | PDF | 1.2 mb
This self-contained textbook presents matrix analysis in the context of numerical computation with numerical conditioning of problems and numerical stability of algorithms at the forefront. Using a unique combination of numerical insight and mathematical rigor, it advances readers understanding of two phenomena: sensitivity of linear systems and least squares problems, and numerical stability of algorithms.
This book differs in several ways from other numerical linear algebra texts. It offers a systematic development of numerical conditioning; a simplified concept of numerical stability in exact arithmetic; simple derivations; a high-level view of algorithms; and results for complex matrices. The material is presented at a basic level, emphasizing ideas and intuition, and each chapter offers simple exercises for use in the classroom and more challenging exercises for student practice.
Audience: This book is intended for first-year graduate students in engineering, operations research, computational science, and all areas of mathematics. It also is appropriate for self-study.
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