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  • © 2020

Numerical Linear Algebra and Matrix Factorizations

Authors:

  • Detailed proofs of practically all results making it suitable for self-study
  • Detailed algorithms in Matlab
  • The book is self-contained, assuming only first year calculus

Part of the book series: Texts in Computational Science and Engineering (TCSE, volume 22)

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Table of contents (16 chapters)

  1. Front Matter

    Pages i-xxiii
  2. A Short Review of Linear Algebra

    • Tom Lyche
    Pages 1-24
  3. LU and QR Factorizations

    1. Front Matter

      Pages 25-25
  4. Eigenpairs and Singular Values

    1. Front Matter

      Pages 127-127
    2. The Singular Value Decomposition

      • Tom Lyche
      Pages 153-168
  5. Matrix Norms and Least Squares

    1. Front Matter

      Pages 169-169
    2. Least Squares

      • Tom Lyche
      Pages 199-222
  6. Kronecker Products and Fourier Transforms

    1. Front Matter

      Pages 223-223
    2. The Kronecker Product

      • Tom Lyche
      Pages 225-236
  7. Iterative Methods for Large Linear Systems

    1. Front Matter

      Pages 251-251
    2. The Classical Iterative Methods

      • Tom Lyche
      Pages 253-277
    3. The Conjugate Gradient Method

      • Tom Lyche
      Pages 279-313
  8. Eigenvalues and Eigenvectors

    1. Front Matter

      Pages 315-315

About this book

After reading this book, students should be able to analyze computational problems in linear algebra such as linear systems, least squares- and eigenvalue problems, and to develop their own algorithms for solving them.

Since these problems can be large and difficult to handle, much can be gained by understanding and taking advantage of special structures. This in turn requires a good grasp of basic numerical linear algebra and matrix factorizations. Factoring a matrix into a product of simpler matrices is a crucial tool in numerical linear algebra, because it allows us to tackle complex problems by solving a sequence of easier ones.

The main characteristics of this book are as follows:

It is self-contained, only assuming that readers have completed first-year calculus and an introductory course on linear algebra, and that they have some experience with solving mathematical problems on a computer. The book provides detailed proofs of virtually all results.Further, its respective parts can be used independently, making it suitable for self-study.

The book consists of 15 chapters, divided into five thematically oriented parts. The chapters are designed for a one-week-per-chapter, one-semester course. To facilitate self-study, an introductory chapter includes a brief review of linear algebra. 



Reviews

“It is more suitable for students with a few more advanced courses that include at least some real analysis and introductory numerical analysis.” (Tom Lyche, MAA Reviews, November 7, 2020)

Authors and Affiliations

  • Blindern, University of Oslo, Oslo, Norway

    Tom Lyche

About the author

The author has a long experience at the university level, teaching numerical analysis, numerical linear algebra and matrix theory, mathematical optimization, approximation theory, and computer aided geometric design. 

He has received the Dagstuhl foundation’s John Gregory Memorial Award for "Outstanding contributions to geometric modeling" and is a member of Norwegian Academy of Science and Letters. 


He has published more than 90 papers in leading international journals and refereed proceedings, edited 17 books and is on the editorial board of 4 international journals. Jointly with Prof. Jean-Louis Merrien,  he has published the book “Exercises in Computational Mathematics with MATLAB “ published by Springer in 2014.

Bibliographic Information

Buy it now

Buying options

eBook USD 19.99 USD 39.99
50% discount Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 29.99 USD 54.99
45% discount Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 39.99 USD 79.99
50% discount Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access