Matrix computations
Gene H. Golub, Charles F. Van Loan.
- 3rd ed.
- New Delhi: Hindustan Book Agency; 1996
- 694p. 23cm
Matrix multiplication problems -- Matrix analysis -- General linear systems -- Special linear systems -- Orthogonalization and least squares -- Parallel matrix computations -- . The unsymmetric eigenvalue problem -- t The symmetric eigenvalue problem -- Lanczos methods -- Iterative methods for linear systems -- Functions of matrices -- Special topics
Revised and updated, the third edition of Golub and Van Loan's classic text in computer science provides essential information about the mathematical background and algorithmic skills required for the production of numerical software. This new edition includes thoroughly revised chapters on matrix multiplication problems and parallel matrix computations, expanded treatment of CS decomposition, an updated overview of floating point arithmetic, a more accurate rendition of the modified Gram-Schmidt process, and new material devoted to GMRES, QMR, and other methods designed to handle the sparse unsymmetric linear system problem