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Item Details
Title: LANCZOS ALGORITHMS FOR LARGE SYMMETRIC EIGENVALUE COMPUTATIONS
Volume: Volume 1
By: Jane Cullum, Jane K. Cullum, Ralph A. Willoughby
Format: Paperback

List price: £62.95


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ISBN 10: 0898715237
ISBN 13: 9780898715231
Publisher: SOCIETY FOR INDUSTRIAL & APPLIED MATHEMATICS,U.S.
Pub. date: 1 September, 2002
Series: Classics in Applied Mathematics No. 41
Pages: 293
Description: First published in 1985, this book presents background material, descriptions, and supporting theory relating to practical numerical algorithms.
Synopsis: First published in 1985, this book presents background material, descriptions, and supporting theory relating to practical numerical algorithms for the solution of huge eigenvalue problems. It deals with "symmetric" problems, however in this book, "symmetric" also encompasses numerical procedures for computing singular values and vectors of real rectangular matrices and numerical procedures for computing eigenelements of nondefective complex symmetric matrices. Although preserving orthogonality has been the golden rule in linear algebra, most of the algorithms in this book conform to that rule only locally, resulting in markedly reduced memory requirements. Additionally, most of the algorithms discussed separate the eigenvalue (singular value) computations from the corresponding eigenvector (singular vector) computations. This separation prevents losses in accuracy that can occur in methods which, in order to be able to compute further into the spectrum, use successive implicit deflation by computed eigenvector or singular vector approximations.This book continues to be useful to the mathematical, scientific, and engineering communities as a reservoir of information detailing the nonclassical side of Lanczos algorithms and as a presentation of what continues to be the most efficient methods for certain types of large-scale eigenvalue computations. An online version of Volume II: Programs, which contains the FORTRAN code and documentation for each of the Lanczos procedures discussed in Volume I, can be found at the numerical analysis community repository, www.netlib.org, under the term "lanczos." Royalties from the sale of this book are contributed to the SIAM Student Travel Fund.
Illustrations: Illustrations
Publication: US
Imprint: Society for Industrial & Applied Mathematics,U.S.
Returns: Non-returnable
Some other items by this author:
A SURVEY OF LIE GROUPS AND LIE ALGEBRAS WITH APPLICATIONS AND COMPUTATIONAL METHODS (PB)
AN INTRODUCTION TO INVARIANT EMBEDDING (PB)
AN INTRODUCTION TO VARIATIONAL INEQUALITIES AND THEIR APPLICATIONS (PB)
ASYMPTOTIC APPROXIMATIONS OF INTEGRALS (PB)
BASIC CONCEPTS OF PROBABILITY AND STATISTICS (PB)
BOUNDARY VALUE PROBLEMS OF MATHEMATICAL PHYSICS (PB)
CONVEX ANALYSIS AND VARIATIONAL PROBLEMS (PB)
DYNAMIC NONCOOPERATIVE GAME THEORY (PB)
FINITE ELEMENT SOLUTION OF BOUNDARY VALUE PROBLEMS (PB)
HISTORICAL DEVELOPMENTS IN SINGULAR PERTURBATIONS (HB)
INITIAL-BOUNDARY VALUE PROBLEMS AND THE NAVIER-STOKES EQUATIONS (PB)
INTERATIVE SOLUTION OF NONLINEAR EQUATIONS IN SEVERAL VARIABLES (PB)
INTRODUCTION TO MATRIX ANALYSIS (PB)
INTRODUCTION TO NUMERICAL CONTINUATION METHODS (PB)
LANCZOS ALGORITHMS FOR LARGE SYMMETRIC EIGENVALUE COMPUTATIONS (PB)
LANCZOS ALGORITHMS FOR LARGE SYMMETRIC EIGENVALUE COMPUTATIONS VOL. I THEORY (PB)
LINEAR DIFFERENTIAL OPERATORS (PB)
MATHEMATICAL ANALYSIS OF VISCOELASTIC FLOWS (PB)
MATHEMATICAL MODELS (PB)
MATHEMATICAL MODELS IN BIOLOGY (PB)
MATHEMATICAL OPTIMIZATION AND ECONOMIC THEORY (PB)
MATHEMATICAL THEORY OF RELIABILITY (PB)
MATHEMATICS APPLIED TO DETERMINISTIC PROBLEMS IN THE NATURAL SCIENCES (PB)
METHODS OF MATHEMATICAL ECONOMICS (PB)
MULTIPLE DECISION PROCEDURES (PB)
NON-LINEAR SYSTEMS ANALYSIS (PB)
NONLINEAR PROGRAMMING (PB)
NONLINEAR PROGRAMMING (PB)
NUMERICAL ANALYSIS (PB)
NUMERICAL METHODS FOR UNCONSTRAINED OPTIMIZATION AND NONLINEAR EQUATIONS (PB)
OPTIMAL DESIGN OF EXPERIMENTS (PB)
ORDINARY DIFFERENTIAL EQUATIONS (PB)
ORDINARY DIFFERENTIAL EQUATIONS (PB)
ORDINARY DIFFERENTIAL EQUATIONS IN THEORY AND PRACTICE (PB)
PERTURBATIONS: THEORY AND METHODS (PB)
PRINCIPLES OF COMPUTERIZED TOMOGRAPHIC IMAGING (PB)
STATISTICAL DESIGN AND ANALYSIS OF EXPERIMENTS (PB)
STOCHASTIC PROCESSES (PB)
THE FINITE ELEMENT METHOD FOR ELLIPTIC PROBLEMS (PB)
THE MATHEMATICS OF COMPUTERIZED TOMOGRAPHY (PB)
THE SYMMETRIC EIGENVALUE PROBLEM (PB)
TIME SERIES (PB)

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