Matrices, Moments and Quadrature with Applications

Matrices, Moments and Quadrature with Applications

Enregistré dans:
Détails bibliographiques
Auteur principal: Meurant, Gérard A. (1948-....). (Auteur)
Autres auteurs: Golub, Gene Howard (1932-2007). (Auteur)
Support: E-Book
Langue: Anglais
Publié: Princeton ; N.J : Princeton University Press, 2009.
Sujets:
Matrix > (Math.) > Numerische Mathematik.
Numerische Mathematik > Matrix (Math.).
Algorithmus.
Bilinearform.
Mathematics, other.
Mathematics.
Mathematik.
Matrices.
Matrix (Mathematik).
Numerical analysis.
Numerisches Verfahren.
Orthogonale Polynome.
MATHEMATICS > Applied.
MATHEMATICS > Matrices.
Analyse numérique.
Autres localisations: Voir dans le Sudoc
Résumé: Main description: This computationally oriented book describes and explains the mathematical relationships among matrices, moments, orthogonal polynomials, quadrature rules, and the Lanczos and conjugate gradient algorithms. The book bridges different mathematical areas to obtain algorithms to estimate bilinear forms involving two vectors and a function of the matrix. The first part of the book provides the necessary mathematical background and explains the theory. The second part describes the applications and gives numerical examples of the algorithms and techniques developed in the first part. Applications addressed in the book include computing elements of functions of matrices; obtaining estimates of the error norm in iterative methods for solving linear systems and computing parameters in least squares and total least squares; and solving ill-posed problems using Tikhonov regularization. This book will interest researchers in numerical linear algebra and matrix computations, as well as scientists and engineers working on problems involving computation of bilinear forms
Accès en ligne: Accès à l'E-book
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245 1 0 |a Matrices, Moments and Quadrature with Applications   |c Gérard Meurant ; Gene H. Golub. 
256 |a Données textuelles. 
260 |a Princeton ;  |a N.J :  |b Princeton University Press,  |c 2009. 
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520 |a Main description: This computationally oriented book describes and explains the mathematical relationships among matrices, moments, orthogonal polynomials, quadrature rules, and the Lanczos and conjugate gradient algorithms. The book bridges different mathematical areas to obtain algorithms to estimate bilinear forms involving two vectors and a function of the matrix. The first part of the book provides the necessary mathematical background and explains the theory. The second part describes the applications and gives numerical examples of the algorithms and techniques developed in the first part. Applications addressed in the book include computing elements of functions of matrices; obtaining estimates of the error norm in iterative methods for solving linear systems and computing parameters in least squares and total least squares; and solving ill-posed problems using Tikhonov regularization. This book will interest researchers in numerical linear algebra and matrix computations, as well as scientists and engineers working on problems involving computation of bilinear forms 
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