Functions of Matrices: Theory and Computation (Other Titles in Applied Mathematics) by Nicholas J. Higham (PDF)

Description

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the theory of matrix functions and numerical methods for computing them, including an overview of applications, new and unpublished research results, and improved algorithms.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.

User’s Reviews

Editorial Reviews: Review 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 Book Description A thorough treatment of the theory of matrix functions and numerical methods for computing them, including an overview of applications. Book Description A thorough 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the theory of matrix functions and numerical methods for computing them, including an overview of applications, new and unpublished research results, and improved algorithms. Ideal for advanced courses and for self-study, its broad content, references and appendix also make this book a convenient general reference. About the Author Nicholas J. Higham, FRS, is Richardson Professor of Applied Mathematics at the University of Manchester,UK. Read more

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