Numerical linear algebra

Grégoire Allaire, Sidi Mahmoud Kaber (auth.)0387341595, 9780387341590

This book brings together linear algebra, numerical methods and an easy to use programming environment under Matlab (or Scilab). One of the key features of the book are the worked out examples and exercises at the end of each chapter. The reader is asked to do some numerical experiments in Matlab and then to prove the results theoretically.

The book is a combination and update of two earlier French books by the authors. It is appropriate for both undergraduate and beginning graduate courses in mathematics as well as for working scientists and engineers as a self-study tool and reference.This book is about numerical linear algebra and focuses on practical algorithms for solving computer problems of linear algebra.

Gregoire Allaire is a professor of Applied Mathematics at Ecole Polytechnique in France.

Sidi Mahmoud Kaber is an associate professor at the Universite Pierre et Marie Curie in France.

Table of contents :
Front Matter….Pages I-XI
Introduction….Pages 1-14
Definition and Properties of Matrices….Pages 15-44
Matrix Norms,Sequences,and Series….Pages 45-59
Introduction to Algorithmics….Pages 61-70
Linear Systems….Pages 71-96
Direct Methods for Linear Systems….Pages 97-124
Least Squares Problems….Pages 125-142
Simple Iterative Methods….Pages 143-162
Conjugate Gradient Method….Pages 163-190
Methods for Computing Eigenvalues….Pages 191-222
Solutions and Programs….Pages 223-265
Back Matter….Pages 266-273