Description
Orient Blackswan Pvt. Ltd. Numerical Matrix Analysis (Siam) by ILSE C. F. IPSEN
This self-contained textbook presents matrix analysis in the context of numerical computation with numerical conditioning of problems and numerical stability of algorithms at the forefront. Using a unique combination of numerical insight and mathematical rigor, it advances readersÕ understanding of two phenomena: sensitivity of linear systems and least squares problems, and numerical stability of algorithms. This book differs from other numerical linear algebra texts by offeringa systematic development of numerical conditioning,a simplified concept of numerical stability in exact arithmetic,simple derivations,a high-level view of algorithms, andresults for complex matrices.The material is presented at a basic level, emphasizing ideas and intuition, and each chapter offers simple exercises for use in the classroom and more challenging exercises for student practice.This book is intended for first-year graduate students in engineering, operations research, computational science, and all areas of mathematics. It also is appropriate for self-study.Keywords: numerical conditioning, sensitivity, numerical stability, singular value decomposition