Hidden Bibliographic Details
Other authors / contributors: | Willoughby, Ralph A.
Society for Industrial and Applied Mathematics.
|
ISBN: | 9780898719192 0898719194 9780898715231 0898715237
|
Notes: | Originally published: Boston : Birkhäuser, 1985-, in series: Progress in scientific computing ; v. 3. An online version of Vol. 2: Programs, which contains the FORTRAN code and documentation for each of the Lanczos procedures discussed in Vol. 1, can be found at the numerical analysis community repository, www.netlib.org, under the term "lanczos." Includes bibliographical references and index. Restricted to subscribers or individual electronic text purchasers. Also available in print version. Title page of print version.
|
Summary: | First published in 1985, Lanczos Algorithms for Large Symmetric Eigenvalue Computations; Vol. 1: Theory presents background material, descriptions, and supporting theory relating to practical numerical algorithms for the solution of huge eigenvalue problems. This book deals with "symmetric" problems. However, in this book, "symmetric" also encompasses numerical procedures for computing singular values and vectors of real rectangular matrices and numerical procedures for computing eigenelements of nondefective complex symmetric matrices. Although preserving orthogonality has been the golden rule in linear algebra, most of the algorithms in this book conform to that rule only locally, resulting in markedly reduced memory requirements. Additionally, most of the algorithms discussed separate the eigenvalue (singular value) computations from the corresponding eigenvector (singular vector) computations. This separation prevents losses in accuracy that can occur in methods which, in order to be able to compute further into the spectrum, use successive implicit deflation by computed eigenvector or singular vector approximations.
|
Other form: | Print version: Cullum, Jane K., 1938- Lanczos algorithms for large symmetric eigenvalue computations. Philadelphia : Society for Industrial and Applied Mathematics, ©2002- 0898715237
|
Standard no.: | CL41
|
Publisher's no.: | CL41 siam
|