This is the second volume in a projected five-volume survey of numerical linear algebra and matrix algorithms. It treats the numerical solution of dense and large-scale eigenvalue problems with an emphasis on algorithms and the theoretical background required to understand them. The notes and reference sections contain pointers to other methods along with historical comments. The book is divided into two parts: dense eigenproblems and large eigenproblems. The first part gives a full treatment of the widely used QR algorithm, which is then applied to the solution of generalized eigenproblems and the computation of the singular value decomposition. The second part treats Krylov sequence methods such as the Lanczos and Arnoldi algorithms and presents a new treatment of the Jacobi-Davidson method. These volumes are not intended to be encyclopedic, but provide the reader with the theoretical and practical background to read the research literature and implement or modify new algorithms.

This is the second volume in a projected five-volume survey of numerical linear algebra and matrix algorithms.
Reviews
'... an excellent treatise on eigensystems. It should be purchased by all libraries and any individuals who make extensive use of computations in eigensystems.' A. Mahajan, Applied Mechanical Reviews



Book Information
ISBN 9780898715033
Author G. W. Stewart
Format Paperback
Page Count 184
Imprint Society for Industrial & Applied Mathematics,U.S.
Publisher Society for Industrial & Applied Mathematics,U.S.
Weight(grams) 883g
Dimensions(mm) 252mm * 25mm * 177mm