A comprehensive treatment of numerical linear algebra from the
standpoint of both theory and practice.
The fourth edition of Gene H. Golub and Charles F. Van Loan's classic is
an essential reference for computational scientists and engineers in
addition to researchers in the numerical linear algebra community.
Anyone whose work requires the solution to a matrix problem and an
appreciation of its mathematical properties will find this book to be an
indispensible tool.
This revision is a cover-to-cover expansion and renovation of the third
edition. It now includes an introduction to tensor computations and
brand new sections on
- fast transforms
- parallel LU
- discrete Poisson solvers
- pseudospectra
- structured linear equation problems
- structured eigenvalue problems
- large-scale SVD methods
- polynomial eigenvalue problems
Matrix Computations is packed with challenging problems, insightful
derivations, and pointers to the literature--everything needed to become
a matrix-savvy developer of numerical methods and software. The second
most cited math book of 2012 according to MathSciNet, the book has
placed in the top 10 for since 2005.