ENGLISH

Perturbation Theory for Matrix Equations

Book information

Publisher
Elsevier
Year
2003
ISBN
9780444513151, 0444513159
ISSN
1570-579X
LCC
QA871 .P43 2003
Open Library ID
OL22570052M
Language
english
Format
PDF
Filesize
15 MB (15519810 bytes)
Series
Studies in computational mathematics 9
Edition
1st ed
Pages
1-429\443
Library
mexmat
Time added
2009-07-20 03:45:11

Description

The book is devoted to the perturbation analysis of matrix equations. The importance of perturbation analysis is that it gives a way to estimate the influence of measurement and/or parametric errors in mathematical models together with the rounding errors done in the computational process. The perturbation bounds may further be incorporated in accuracy estimates for the solution computed in finite arithmetic. This is necessary for the development of reliable computational methods, algorithms and software from the viewpoint of modern numerical analysis.In this book a general perturbation theory for matrix algebraic equations is presented. Local and non-local perturbation bounds are derived for general types of matrix equations as well as for the most important equations arising in linear algebra and control theory. A large number of examples, tables and figures is included in order to illustrate the perturbation techniques and bounds.

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