Matrices, Moments and Quadrature with Applications

Released on by Gene H. Golub
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  • Matrices, Moments and Quadrature with Applications Book Detail

  • Author : Gene H. Golub
  • Release Date : 2009-12-07
  • Publisher : Princeton University Press
  • Genre : Mathematics
  • Pages : 376
  • ISBN 13 : 1400833884
  • File Size : 23,23 MB
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Matrices, Moments and Quadrature with Applications by Gene H. Golub PDF Summary

Book 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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Applied Linear Algebra in Action

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The present text book contains a collection of six high-quality articles. In particular, this book is devoted to Linear Mathematics by presenting problems in Ap