Numerical Linear Algebra
An Introduction

This self-contained introduction to numerical linear algebra provides a comprehensive, yet concise, overview of the subject.

Holger Wendland (Author)

9781107147133, Cambridge University Press

Hardback, published 16 November 2017

418 pages, 21 b/w illus. 55 exercises
23.5 x 15.7 x 2.8 cm, 0.71 kg

'Wendland's book provides the reader with rigorous and clean proofs throughout the text. There are a lot of new concepts being presented that can spark the interest of a student who wishes to take numerical linear algebra and can also serve as an excellent resource for an independent study. If you are considering a new text for your numerical linear algebra class or wish to supplement with another resource, I would recommend giving this book a review.' Peter Olszewski, MAA Reviews

This self-contained introduction to numerical linear algebra provides a comprehensive, yet concise, overview of the subject. It includes standard material such as direct methods for solving linear systems and least-squares problems, error, stability and conditioning, basic iterative methods and the calculation of eigenvalues. Later chapters cover more advanced material, such as Krylov subspace methods, multigrid methods, domain decomposition methods, multipole expansions, hierarchical matrices and compressed sensing. The book provides rigorous mathematical proofs throughout, and gives algorithms in general-purpose language-independent form. Requiring only a solid knowledge in linear algebra and basic analysis, this book will be useful for applied mathematicians, engineers, computer scientists, and all those interested in efficiently solving linear problems.

Part I. Preliminaries: 1. Introduction
2. Error, stability and conditioning
Part II. Basic Methods: 3. Direct methods for solving linear systems
4. Iterative methods for solving linear systems
5. Calculation of eigenvalues
Part III. Advanced Methods: 6. Methods for large sparse systems
7. Methods for large dense systems
8. Preconditioning
9. Compressed sensing
References
Index.

Subject Areas: Maths for engineers [TBJ], Numerical analysis [PBKS], Algebra [PBF]