Matrices, Moments and Quadrature with Applications

作者: Gene H. Golub , Gerard Meurant

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摘要: This computationally oriented book describes and explains the mathematical relationships among matrices, moments, orthogonal polynomials, quadrature rules, Lanczos conjugate gradient algorithms. The bridges different areas to obtain algorithms estimate bilinear forms involving two vectors a function of matrix. first part provides necessary background theory. second applications gives numerical examples techniques developed in part.Applications addressed include computing elements functions matrices; obtaining estimates error norm iterative methods for solving linear systems parameters least squares total squares; ill-posed problems using Tikhonov regularization.This will interest researchers algebra matrix computations, as well scientists engineers working on computation forms.

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