Matrices, Moments and Quadrature with Applications / / Gérard Meurant, Gene H. Golub.

This computationally oriented book describes and explains the mathematical relationships among matrices, moments, orthogonal polynomials, quadrature rules, and the Lanczos and conjugate gradient algorithms. The book bridges different mathematical areas to obtain algorithms to estimate bilinear forms...

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Bibliographic Details
Superior document:Title is part of eBook package: De Gruyter Princeton Series in Applied Mathematics eBook-Package
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Place / Publishing House:Princeton, NJ : : Princeton University Press, , [2009]
©2010
Year of Publication:2009
Edition:Course Book
Language:English
Series:Princeton Series in Applied Mathematics ; 30
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Physical Description:1 online resource (376 p.) :; 88 line illus. 135 tables.
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Table of Contents:
  • Frontmatter
  • Contents
  • Preface
  • PART 1. Theory
  • Chapter 1. Introduction
  • Chapter 2. Orthogonal Polynomials
  • Chapter 3. Properties of Tridiagonal Matrices
  • Chapter 4. The Lanczos and Conjugate Gradient Algorithms
  • Chapter 5. Computation of the Jacobi Matrices
  • Chapter 6. Gauss Quadrature
  • Chapter 7. Bounds for Bilinear Forms uTƒ(A)v
  • Chapter 8. Extensions to Nonsymmetric Matrices
  • Chapter 9. Solving Secular Equations
  • PART 2. Applications
  • Chapter 10. Examples of Gauss Quadrature Rules
  • Chapter 11. Bounds and Estimates for Elements of Functions of Matrices
  • Chapter 12. Estimates of Norms of Errors in the Conjugate Gradient Algorithm
  • Chapter 13. Least Squares Problems
  • Chapter 14. Total Least Squares
  • Chapter 15. Discrete Ill-Posed Problems
  • Bibliography
  • Index