Functions of matrices : theory and computation / Nicholas J. Higham.

Format:

Book

Author/Creator:

Higham, Nicholas J., 1961-

Contributor:

Books24x7, Inc.

Language:

English

Subjects (All):

Matrices.

Functions.

Factorization (Mathematics).

Physical Description:

1 electronic text (xx, 425 p.) : ill., digital file.

Place of Publication:

Philadelphia, Pa. : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), 2008.

Language Note:

English

System Details:

Mode of access: World Wide Web.

System requirements: Adobe Acrobat Reader.

Summary:

A thorough and elegant treatment of the theory of matrix functions and numerical methods for computing them, including an overview of applications, new and unpublished research results, and improved algorithms. Key features include a detailed treatment of the matrix sign function and matrix roots; a development of the theory of conditioning and properties of the Fre;chet derivative; Schur decomposition; block Parlett recurrence; a thorough analysis of the accuracy, stability, and computational cost of numerical methods; general results on convergence and stability of matrix iterations; and a chapter devoted to the f(A)b problem. Ideal for advanced courses and for self-study, its broad content, references and appendix also make this book a convenient general reference. Contains an extensive collection of problems with solutions and MATLAB implementations of key algorithms.

Contents:

1. Theory of matrix functions

2. Applications

3. Conditioning

4. Techniques for general functions

5. Matrix sign function

6. Matrix square root

7. Matrix pth root

8. The polar decomposition

9. Schur-Parlett algorithm

10. Matrix exponential

11. Matrix logarithm

12. Matrix cosine and sine

13. Function of matrix times vector : f (A)b

14. Miscellany.

Notes:

Title from title screen.

Includes bibliographical references (p. 379-413) and index.

Digitized and made available by: Books24x7.com.

Description based on title page of print version.

ISBN:

0-89871-777-9

Publisher Number:

OT104 siam

OT104 SIAM