Numerical Methods in Matrix Computations
Matrix algorithms are at the core of scientific computing and are indispensable tools in most applications in engineering. This book offers a comprehensive and up-to-date treatment of modern methods in matrix computation. It uses a unified approach to dir
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Åke Björck
Numerical Methods in Matrix Computations
Texts in Applied Mathematics Volume 59
Editors-in-chief Stuart Antman, College Park, MD, USA Leslie Greengard, New York, NY, USA Philip Holmes, Princeton, NJ, USA
More information about this series at http://www.springer.com/series/1214
Åke Björck
Numerical Methods in Matrix Computations
123
Åke Björck Department of Mathematics Linköping University Linköping Sweden
ISSN 0939-2475 ISBN 978-3-319-05088-1 DOI 10.1007/978-3-319-05089-8
ISSN 2196-9949 (electronic) ISBN 978-3-319-05089-8 (eBook)
Library of Congress Control Number: 2014943253 47A12, 47A30, 47A52, 47B36, 62J02, 62J05, 62J07, 62J12, 65-01, 65Fxx, 65F05, 65F08, 65F10, 65F15, 65F20, 65F22, 65F25, 65F35, 65F40, 65F50, 65F60, 65G30, 65G50, 65H04, 65H17 Springer Cham Heidelberg New York Dordrecht London Ó Springer International Publishing Switzerland 2015 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. Duplication of this publication or parts thereof is permitted only under the provisions of the Copyright Law of the Publisher’s location, in its current version, and permission for use must always be obtained from Springer. Permissions for use may be obtained through RightsLink at the Copyright Clearance Center. Violations are liable to prosecution under the respective Copyright Law. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. While the advice and information in this book are believed to be true and accurate at the date of publication, neither the authors nor the editors nor the publisher can accept any legal responsibility for any errors or omissions that may be made. The publisher makes no warranty, express or implied, with respect to the material contained herein. Printed on acid-free paper Springer is part of Springer Science+Business Media (www.springer.com)
In Memoriam George E. Forsythe and Gene H. Golub
Preface
Work on this book started more than 15 years ago, when I began a revision of a textbook from 1974 on numerical methods. That book devoted only about 90 pages to matrix computations compared to the more than 700 pages of the present book. This difference reflects not only a change in ambit
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