Matrix Perturbation Theory

G. W. Stewart (Author), Ji-guang Sun (Author)

9780126702309, Elsevier Science

Hardback, published 24 July 1990

374 pages
22.9 x 15.2 x 2.6 cm, 0.7 kg

This book is a comprehensive survey of matrix perturbation theory, a topic of interest to numerical analysts, statisticians, physical scientists, and engineers. In particular, the authors cover perturbation theory of linear systems and least square problems, the eignevalue problem, and the generalized eignevalue problem as wellas a complete treatment of vector and matrix norms, including the theory of unitary invariant norms.

Preliminaries. Norms and Metrics. Linear Systems and Least Squares Problems. The Perturbation of Eigenvalues. Invariant Subspaces. Generalized Eigenvalue Problems.

Subject Areas: Algebra [PBF], Cybernetics & systems theory [GPFC], Information theory [GPF]