Matrix Computations
Revised and updated, the third edition of Golub and Van Loan's classic text in computer science provides essential information about the mathematical background and algorithmic skills required for the production of numerical software. This new edition includes thoroughly revised chapters on matrix multiplication problems and parallel matrix computations, expanded treatment of C...
Revised and updated, the third edition of Golub and Van Loan's classic text in computer science provides essential information about the mathematical background and algorithmic skills required for the production of numerical software. This new edition includes thoroughly revised chapters on matrix multiplication problems and parallel matrix computations, expanded treatment of CS decomposition, an updated overview of floating point arithmetic, a more accurate rendition of the modified Gram-Schmidt process, and new material devoted to GMRES, QMR, and other methods designed to handle the sparse unsymmetric linear system problem.
Gene H. Golub (1932-2007) 美国科学院、工程院和艺术科学院院士,世界著名的数值分析专家,现代矩阵计算的奠基人,生前曾任斯坦福大学教授。他是矩阵分解算法的主要贡献者,与William Kahan在1970年给出了奇异值分解(Singular Value Decomposition, SVD)的可行算法,一直沿用至今。他发起组织了工业与应用数学国际会议(International Congress on Industrial and Applied Mathematics, ICIAM)。
Charles F. Van Loan 著名数值分析专家。美国康奈尔大学教授,曾任该校计算机科学系主任。他于1973年在密歇根大学获得博士学位,师从Cleve Moler。