This superb book is timely and is written with great attention paid to detail, particularly in its referencing of the literature. The book has a wonderful blend of theory and code (MATLAB®) so will be useful both to nonexperts and to experts in the field.""- Alan Laub, Professor, University of California, Los Angeles

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the theory of matrix functions and numerical methods for computing them, including an overview of applications, new and unpublished research results, and improved algorithms.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.
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The only book devoted exclusively to matrix functions, this research monograph gives a thorough treatment of the theory of matrix functions and numerical methods for computing them. Its wide-ranging content makes it useful as a general reference in numerical linear algebra.
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  • 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.
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Produktdetaljer

ISBN
9780898716467
Publisert
2008-03-30
Utgiver
Society for Industrial & Applied Mathematics,U.S.
Vekt
920 gr
Høyde
259 mm
Bredde
185 mm
Dybde
25 mm
Aldersnivå
P, 06
Språk
Product language
Engelsk
Format
Product format
Innbundet
Antall sider
445

Forfatter

Biografisk notat

Nicholas J. Higham, FRS, is Richardson Professor of Applied Mathematics at the University of Manchester, UK.