Functions of Matrices

Theory and Computation

Inbunden, Engelska, 2008

1 089 kr

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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the theory of matrix functions and numerical methods for computing them, including an overview of applications, new and unpublished research results, and improved algorithms.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 Fréchet 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.

Produktinformation

Utgivningsdatum2008-03-30
Mått185 x 259 x 25 mm
Vikt920 g
FormatInbunden
SpråkEngelska
Antal sidor445
FörlagSociety for Industrial & Applied Mathematics,U.S.
ISBN9780898716467

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Algebra inom Naturvetenskap och teknik

List of Figures List of Tables Preface Chapter 1: Theory of Matrix Functions Chapter 2: Applications Chapter 3: Conditioning Chapter 4: Techniques for General Functions Chapter 5: Matrix Sign Function Chapter 6: Matrix Square Root Chapter 7: Matrix pth Root Chapter 8: The Polar Decomposition Chapter 9: Schur-Parlett Algorithm Chapter 10: Matrix Exponential Chapter 11: Matrix Logarithm Chapter 12: Matrix Cosine and Sine Chapter 13: Function of Matrix Times Vector: f(A)b Chapter 14: Miscellany Appendix A: Notation Appendix B: Background: Definitions and Useful Facts Appendix C: Operation Counts Appendix D: Matrix Function Toolbox Appendix E: Solutions to Problems Bibliography Index.