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Audiobooks & Video Training Special Matrices and Their Applications in Numerical Mathematics
Posted on 2010-10-09
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More Miroslav Fiedler, "Special Matrices and Their Applications in Numerical Mathematics" Contents 1. Basic Concepts of the Theory of Matrices 5 Matrices 5 Determinants 10 Nonsingular matrices. Inverse matrices 15 Schur complement. Factorization 19 Vector spaces. Rank 24 Eigenvectors, eigenvalues. Characteristic polynomial 26 Similarity. Jordan normal form 28 Exercises 36 2. Symmetric Matrices. Positive Definite and Semidefinite Matrices 39 Euclidean and unitary spaces 39 Symmetric and Hermitian matrices 41 Orthogonal and unitary matrices 43 Gram-Schmidt orthonormalization. Schur's theorem 47 Positive definite and positive semidefinite matrices 51 Sylvester's law of inertia 57 Singular value decomposition 59 Exercises 63 3. Graphs and Matrices 65 Digraphs 65 Digraph of a matrix 70 Undirected graphs. Trees 73 Bigraphs 80 Exercises 85 4. Nonnegative Matrices. Stochastic and Doubly Stochastic Matrices 87 Nonnegative matrices 87 The Perron-Frobenius theorem 90 Cyclic matrices 95 Stochastic matrices 105 Doubly stochastic matrices 107 Exercises 111 5. M-Matrices (Matrices of Classes K and Ko) 112 Class K 114 Class Ko 121 Diagonally dominant matrices 126 Monotone matrices 130 Class P 131 Exercises 135 6. Tensor Product of Matrices. Compound Matrices 136 Tensor product 137 Compound matrices 142 Exercises 155 7. Matrices and Polynomials. Stable matrices 157 Characteristic polynomial 157 Matrices associated with polynomials 160 Bezout matrices 164 Hankel matrices 167 Toeplitz and Löwner matrices 177 Stable matrices 178 Exercises 186 8. Band Matrices 189 Band matrices and graphs 189 Eigenvalues and eigenvectors of tridiagonal matrices 195 Exercises 200 9. Norms and Their Use for Estimation of Eigenvalues 201 Norms 201 Measure of nonsingularity. Dual norms 209 Bounds for eigenvalues 215 Exercises 230 10. Direct Methods for Solving Linear Systems 231 Nonsingular case 231 General case 239 Exercises 244 11. Iterative Methods for Solving Linear Systems 245 The Jacobi method 247 The Gauss-Seidel method 249 The SOR method 252 Exercises 262 12. Matrix Inversion 264 Inversion of special matrices 264 The pseudo inverse 270 Exercises 271 13. Numerical Methods for Computing Eigenvalues of Matrices 273 Computation of selected eigenvalues 273 Computation of all the eigenvalues 276 Exercises 284 14. Sparse matrices 286 Storing. Elimination ordering 286 Envelopes. Profile 294 Exercises 298 Bibliography 299 Subject Index 303 Download
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