Numerical Linear Algebra: An Introduction

This self-contained introduction to numerical linear algebra provides a comprehensive, yet concise, overview of the subject. It includes standard material such as direct methods for solving linear systems and least-squares problems, error, stability and conditioning, basic iterative methods and the calculation of eigenvalues. Later chapters cover more advanced material, such as Krylov subspace methods, multigrid methods, domain decomposition methods, multipole expansions, hierarchical matrices and compressed sensing. The book provides rigorous mathematical proofs throughout, and gives algorithms in general-purpose language-independent form. Requiring only a solid knowledge in linear algebra and basic analysis, this book will be useful for applied mathematicians, engineers, computer scientists, and all those interested in efficiently solving linear problems.

Author: Holger Wendland
Publisher: Cambridge University Press
Published: 11/16/2017
Pages: 418
Binding Type: Paperback
Weight: 1.27lbs
Size: 9.25h x 6.44w x 0.96d
ISBN: 9781316601174

Review Citation(s):
Choice 09/01/2018

About the Author
Wendland, Holger: - Holger Wendland holds the Chair of Applied and Numerical Analysis at the Universität Bayreuth, Germany. He works in the area of Numerical Analysis and is the author of two books, Scattered Data Approximation (Cambridge, 2005) and Numerische Mathematik (2004, with Robert Schaback).