Numerical Linear Algebra
This book brings together linear algebra, numerical methods and an easy to use programming environment under Matlab (or Scilab). One of the key features of the book are the worked out examples and exercises at the end of each chapter. The reader is a
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Grégoire Allaire Sidi Mahmoud Kaber
TEXTS IN APPLIED MATHEMATICS
Numerical Linear Algebra
Texts in Applied Mathematics
55 Editors
J.E. Marsden L. Sirovich S.S. Antman Advisors
G. Iooss P. Holmes D. Barkley M. Dellnitz P. Newton
Texts in Applied Mathematics 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20. 21. 22. 23. 24. 25. 26. 27. 28. 29.
Sirovich: Introduction to Applied Mathematics. Wiggins: Introduction to Applied Nonlinear Dynamical Systems and Chaos. Hale/Koc¸ak: Dynamics and Bifurcations. Chorin/Marsden: A Mathematical Introduction to Fluid Mechanics, 3rd ed. Hubbard/West: Differential Equations: A Dynamical Systems Approach: Ordinary Differential Equations. Sontag: Mathematical Control Theory: Deterministic Finite Dimensional Systems, 2nd ed. Perko: Differential Equations and Dynamical Systems, 3rd ed. Seaborn: Hypergeometric Functions and Their Applications. Pipkin: A Course on Integral Equations. Hoppensteadt/Peskin: Modeling and Simulation in Medicine and the Life Sciences, 2nd ed. Braun: Differential Equations and Their Applications, 4th ed. Stoer/Bulirsch: Introduction to Numerical Analysis, 3rd ed. Renardy/Rogers: An Introduction to Partial Differential Equations. Banks: Growth and Diffusion Phenomena: Mathematical Frameworks and Applications. Brenner/Scott: The Mathematical Theory of Finite Element Methods, 2nd ed. Van de Velde: Concurrent Scientific Computing. Marsden/Ratiu: Introduction to Mechanics and Symmetry, 2nd ed. Hubbard/West: Differential Equations: A Dynamical Systems Approach: Higher-Dimensional Systems. Kaplan/Glass: Understanding Nonlinear Dynamics. Holmes: Introduction to Perturbation Methods. Curtain/Zwart: An Introduction to Infinite-Dimensional Linear Systems Theory. Thomas: Numerical Partial Differential Equations: Finite Difference Methods. Taylor: Partial Differential Equations: Basic Theory. Merkin: Introduction to the Theory of Stability of Motion. Naber: Topology, Geometry, and Gauge Fields: Foundations. Polderman/Willems: Introduction to Mathematical Systems Theory: A Behavioral Approach. Reddy: Introductory Functional Analysis with Applications to Boundary Value Problems and Finite Elements. Gustafson/Wilcox: Analytical and Computational Methods of Advanced Engineering Mathematics. Tveito/Winther: Introduction to Partial Differential Equations: A Computational Approach (continued after index)
Gr´egoire Allaire
Sidi Mahmoud Kaber
Numerical Linear Algebra Translated by Karim Trabelsi
ABC
Gr´egoire Allaire
Sidi Mahmoud Kaber
CMAP Ecole Polytechnique 91128 Palaiseau France [email protected]
Universit´e Pierre et Marie Curie 75252 Paris France [email protected]
Series Editors J.E. Marsden
L. Sirovich
Control and Dynamic Systems, 107-81 California Institute of Technology Pasadena, CA 91125 USA
Division of Applied Mathematics Brown University Providence, RI 02912 USA
S.S. Antman Department of Mathematics and Institute for Physical Science and Technology University of Maryland College Park, MD 20742-4015 USA [email protected]
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