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内容概要 本书是数值计算领域的名著,系统介绍了矩阵计算的基本理论和方法。内容包括:矩阵乘法、矩阵分析、线性方程组、正交化和最小二乘法、特征值问题、Lanczos 方法、矩阵函数及专题讨论等。书中的许多算法都有现成的软件包实现,每节后附有习题,并有注释和大量参考文献。新版增加约四分之一内容,反映了近年来矩阵计算领域的飞速发展。本书可作为高等院校数学系高年级本科生和研究生教材,亦可作为计算数学和工程技术人员参考书。作者简介 Gene H. Golub(1932-2007) 美国科学院、工程院和艺术科学院院士,世界著名数值分析专家,现代矩阵计算奠基人,矩阵分解算法的主要贡献者。生前曾任斯坦福大学教授。Charles F. Van Loan著名数值分析专家,美国康奈尔大学教授,曾任该校计算机科学系主任。他于1973年在密歇根大学获得博士学位,师从Cleve Moler。书籍目录 1 Matrix Multiplication 11.1 Basic Algorithms and Notation 21.2 Structure and Efficiency 141.3 Block Matrices and Algorithms 221.4 Fast Matrix-Vector Products 331.5 Vectorization and Locality 431.6 Parallel Matrix Multiplication 492 Matrix Analysis 632.1 Basic Ideas from Linear Algebra 642.2 Vector Norms 682.3 Matrix Norms 712.4 The Singular Value Decomposition 762.5 Subspace Metrics 812.6 The Sensitivity of Square Systems 872.7 Finite Precision Matrix Computations 933 General Linear Systems 1053.1 Triangular Systems 1063.2 The LU Factorization 1113.3 Roundoff Error in Gaussian Elimination 1223.4 Pivoting 1253.5 Improving and Estimating Accuracy 1373.6 Parallel LU 1444 Special Linear Systems 1534.1 Diagonal Dominance and Symmetry 1544.2 Positive Definite Systems 1594.3 Banded Systems 1764.4 Symmetric Indefinite Systems 1864.5 Block Tridiagonal Systems 1964.6 Vandermonde Systems 2034.7 Classical Methods for Toeplitz Systems 2084.8 Circulant and Discrete Poisson Systems 2195 Orthogonalization and Least Squares 2335.1 Householder and Givens Transformations 2345.2 The QR Factorization 2465.3 The Full-Rank Least Squares Problem 2605.4 Other Orthogonal Factorizations 2745.5 The Rank-Deficient Least Squares Problem 2885.6 Square and Underdetermined Systems 2986 Modified Least Squares Problems and Methods 3036.1 Weighting and Regularization 3046.2 Constrained Least Squares 3136.3 Total Least Squares 3206.4 Subspace Computations with the SVD 3276.5 Updating Matrix Factorizations 3347 Unsymmetric Eigenvalue Problems 3477.1 Properties and Decompositions 3487.2 Perturbation Theory 3577.3 Power Iterations 3657.4 The Hessenberg and Real Schur Forms 3767.5 The Practical QR Algorithm 3857.6 Invariant Subspace Computations 3947.7 The Generalized Eigenvalue Problem 4057.8 Hamiltonian and Product Eigenvalue Problems 4207.9 Pseudospectra 4268 Symmetric Eigenvalue Problems 4398.1 Properties and Decompositions 4408.2 Power Iterations 4508.3 The Symmetric QR Algorithm 4588.4 More Methods for Tridiagonal Problems 4678.5 Jacobi Methods 4768.6 Computing the SVD 4868.7 Generalized Eigenvalue Problems with Symmetry 4979 Functions of Matrices 5139.1 Eigenvalue Methods 5149.2 Approximation Methods 5229.3 The Matrix Exponential 5309.4 The Sign, Square Root, and Log of a Matrix 53610 Large Sparse Eigenvalue Problems 54510.1 The Symmetric Lanczos Process 54610.2 Lanczos, Quadrature, and Approximation 55610.3 Practical Lanczos Procedures 56210.4 Large Sparse SVD Frameworks 57110.5 Krylov Methods for Unsymmetric Problems 57910.6 Jacobi-Davidson and Related Methods 58911 Large Sparse Linear System Problems 59711.1 Direct Methods 59811.2 The Classical Iterations 61111.3 The Conjugate Gradient Method 62511.4 Other Krylov Methods 63911.5 Preconditioning 65011.6 The Multigrid Framework 67012 Special Topics 68112.1 Linear Systems with Displacement Structure 68112.2 Structured-Rank Problems 69112.3 Kronecker Product Computations 70712.4 Tensor Unfoldings and Contractions 71912.5 Tensor Decompositions and Iterations 731Index 747图书封面 ![]() 图书标签Tags 无评论、评分、阅读与下载 还没读过(11) 勉强可看(807) 一般般(137) 内容丰富(5708) 强力推荐(468)矩阵计算 PDF格式下载 |
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