Eigenvalues of Matrices
Eigenvalues of Matrices
£69.99
GBPThis revised edition of a classic textbook provides a complete guide to the calculation of eigenvalues of matrices. Written at an accessible level, this modern exposition of the subject presents fundamental aspects of the spectral theory of linear operators in finite dimension. Unique features of this book include a treatment of the convergence of eigensolvers based on the notion of the gap between invariant subspaces, and coverage of the impact of the high nonnormality of a matrix on its eigenvalues. Also included is a new chapter uncovering reasons why matrices are fundamental tools for the information processing that takes place in the dynamical evolution of systems. Some of these ideas appear in print for the first time. The book's primary use is as a course text for undergraduate students in mathematics, applied mathematics, physics and engineering. It is also a useful reference for researchers and engineers in industry.
- A revised edition of a classic textbook that presents a modern treatment of the subject
- Notable topics covered include convergence of eigensolvers and matrix nonnormality
- Features new material on information processing in dynamical systems
Product details
January 2013Paperback
9781611972450
440 pages
229 × 152 × 22 mm
0.58kg
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Table of Contents
- Preface to the classics edition
- Preface
- Preface to the English edition
- Notation
- List of errata
- 1. Supplements from linear algebra
- 2. Elements of spectral theory
- 3. Why compute eigenvalues?
- 4. Error analysis
- 5. Foundations of methods for computing eigenvalues
- 6. Numerical methods for large matrices
- 7. Chebyshev's iterative methods
- 8. Polymorphic information processing with matrices
- Appendix A. Solution to exercises
- Appendix B. References for exercises
- Appendix C. References
- Index.
