The Matrix Eigenvalue Problem: GR and Krylov Subspace Methods

by David S. Watkins

The first in-depth, complete, and unified theoretical discussion of the two most important classes of algorithms for solving matrix eigenvalue problems: QR-like algorithms for dense problems and Krylov subspace methods for sparse problems. The author discusses the theory of the generic GR algorithm, including special cases (for example, QR, SR, HR), and the development of Krylov subspace methods. This book also addresses a generic Krylov process and...

• Format: Paperback
• Language: English
• ISBN: 0898716411
• ISBN13: 9780898716412
• Release Date: November 2007
• Publisher: Society for Industrial and Applied Mathematics
• Length: 452 Pages
• Weight: 1.67 lbs.
• Dimensions: 0.9" x 6.8" x 9.7"