Milestones in Matrix Computation: The Selected Works of Gene H. Golub with Commentaries

Raymond Chan, Chen Greif, Dianne O’Leary9780199206810, 0199206813

The text presents and discusses some of the most influential papers in Matrix Computation authored by Gene H. Golub, one of the founding fathers of the field. The collection of 21 papers in divided into five main areas: iterative methods for linear systems, solution of least squares problems, matrix factorizations and applications, orthogonal polynomials and quadrature, and eigenvalue problems an commentaries for each area are provided by leading experts: Anne Greenbaum, Ake Bjorkc, Nicholas Higham, Walter Gautschi, and G.W (Pete) Stewart. Comments on each paper are also provided by the original authors, providing the reader with historical information on how the paper came to be written and under what circumstances the collaboration was undertaken. Including a brief biography and facsimiles of the original papers, this text will be of great interest to students and researchers in numerical analysis and scientific computation.