Matrix Perturbation Theory

by G. W. Stewart, Ji-guang Sun

Overview

This book is a comprehensive survey of matrix perturbation theory, a topic of interest to numerical analysts, statisticians, physical scientists, and engineers. In particular, the authors cover perturbation theory of linear systems and least square problems, the eignevalue problem, and the generalized eignevalue problem as wellas a complete treatment of vector and matrix norms, including the theory of unitary invariant norms.

Product Details

ISBN-13:	9780126702309
Publisher:	Elsevier Science
Publication date:	06/28/1990
Series:	Computer Science and Scientific Computing
Pages:	374
Product dimensions:	6.00(w) x 9.00(h) x (d)

Table of Contents

Preliminaries. Norms and Metrics. Linear Systems and Least Squares Problems. The Perturbation of Eigenvalues. Invariant Subspaces. Generalized Eigenvalue Problems.

Editorial Reviews

A survey of matrix perturbation theory, a topic of interest to numerical analysts, statisticians, physical scientists, and engineers. Covers linear systems and least square problems, the eigenvalue problem, and the generalized eigenvalue problem as well as vector and matrix norms, including the theory of unitary invariant norms. Emphasizes original sources and the historical development. Annotation c. Book News, Inc., Portland, OR (booknews.com)

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