Introduction to numerical linear algebra / Christoph Börgers.

Author
Börgers, Christoph [Browse]
Format
Book
Language
English
Published/​Created
Philadelphia, Pennsylvania : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), [2022]
Description
1 online resource (x, 348 pages) : illustrations.

Details

Subject(s)
Publisher
Series
Restrictions note
Restricted to subscribers or individual electronic text purchasers.
Summary note
This textbook on numerical methods for linear algebra problems presents detailed explanations that beginning students can read on their own, allowing instructors to go beyond lecturing and making it suitable for a "flipped" classroom. The author covers several topics not commonly addressed in related introductory books, including diffusion, a toy model of computed tomography, global positioning systems, the use of eigenvalues in analyzing stability of equilibria, and multigrid methods. A detailed derivation and careful motivation of the QR method for eigenvalues starting from power iteration is also included, as is a discussion of the use of the SVD for grading.
Bibliographic references
Includes bibliographical references (pages 345-346) and index.
System details
  • Mode of access: World Wide Web.
  • System requirements: Adobe Acrobat Reader.
Source of description
Description based on title page of print version.
Contents
  • A few bits of linear algebra
  • Diffusion
  • Gaussian elimination
  • LU and PLU decompositions
  • Band matrices
  • Flop counts
  • Dot product and the Euclidean norm
  • The p-norms
  • Matrix norms
  • The condition number
  • The ill-conditioning of discrete equilibrium diffusion problem
  • The ill-conditioning of some (not all) interpolation problems
  • Ill-conditioned problems vs. unstable numerical algorithms
  • Nonsquare linear systems
  • Orthogonal matrices and symmetric matrices
  • QR decomposition
  • Positive definite matrices and Cholesky decomposition
  • A reason to care about eigenvalues : stability of equilibria
  • Some basic facts about eigenvalues and eigenvectors
  • Power iteration
  • Block power iteration for symmetric matrices
  • QR iteration
  • Singular value decomposition (SVD)
  • Some of the many applications of the SVD
  • Jacobi and Gauss-Seidel iteration
  • Theory of linear iterative methods
  • The multigrid method
  • Appendix A. Taylor expansions
  • Appendix B. Solutions to some of the exercises.
Other format(s)
Also available in print version.
ISBN
1-61197-692-8
Publisher no.
OT178
LCCN
2021044784
Doi
  • 10.1137/1.9781611976922
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