By Gene H. Golub
This computationally orientated booklet describes and explains the mathematical relationships between matrices, moments, orthogonal polynomials, quadrature principles, and the Lanczos and conjugate gradient algorithms. The e-book bridges varied mathematical parts to acquire algorithms to estimate bilinear varieties regarding vectors and a functionality of the matrix. the 1st a part of the booklet offers the mandatory mathematical historical past and explains the idea. the second one half describes the purposes and offers numerical examples of the algorithms and strategies built within the first part.
Applications addressed within the ebook contain computing components of capabilities of matrices; acquiring estimates of the mistake norm in iterative equipment for fixing linear platforms and computing parameters in least squares and overall least squares; and fixing ill-posed difficulties utilizing Tikhonov regularization.
This publication will curiosity researchers in numerical linear algebra and matrix computations, in addition to scientists and engineers engaged on difficulties concerning computation of bilinear forms.
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