ENGLISH

Numerical Methods for General and Structured Eigenvalue Problems

By Norman Kretzmann

Book information

Publisher
Springer
Year
2005
ISBN
9780198236603, 0198236603
LCC
BX1749.T7 K74 1997
Open Library ID
OL988117M
Language
english
Format
PDF
Filesize
2 MB (1771739 bytes)
Series
Lecture Notes in Computational Science and Engineering
Edition
1
Pages
266\266
Time added
2010-02-18 13:16:04

Description

This book is about computing eigenvalues, eigenvectors and invariant subspaces of matrices. The treatment includes generalized and structured eigenvalue problems, such as Hamiltonian or product eigenvalue problems. All vital aspects of eigenvalue computations are covered: theory, perturbation analysis, algorithms, high performance methodologies and software. The reader will learn about recently developed techniques which substantially improve the performance of some of the most widely numerical methods, the QR and the QZ algorithm as well as Krylov subspace methods. A unique feature of this book is the detailed treatment of structured eigenvalue problems, providing insight on accuracy and efficiency gains to be expected from algorithms that take the structure of a matrix into account.

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