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  • Matrix Computations (Johns Hopkins Studies in Mathematical Sciences)(3rd Edition)

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Matrix Computations (Johns Hopkins Studies in Mathematical Sciences)(3rd Edition)

4.6 out of 5 stars (52)

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Revised and updated, the third edition of Golub and Van Loan's classic text in computer science provides essential information about the mathematical background and algorithmic skills required for the production of numerical software. This new edition includes thoroughly revised chapters on matrix multiplication problems and parallel matrix computations, expanded treatment of CS decomposition, an updated overview of floating point arithmetic, a more accurate rendition of the modified Gram-Schmidt process, and new material devoted to GMRES, QMR, and other methods designed to handle the sparse unsymmetric linear system problem.

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Editorial Reviews

Review

A wealth of material, some old and classical, some new and still subject to debate. It will be a valuable reference source for workers in numerical linear algebra as well as a challenge to students.

(SIAM Review)

In purely academic terms the reader with an interest in matrix computations will find this book to be a mine of insight and information, and a provocation to thought; the annotated bibliographies are helpful to those wishing to explore further. One could not ask for more, and the book should be considered a resounding success.

(Bulletin of the Institute of Mathematics and its Applications)

The authors have rewritten and clarified many of the proofs and derivations from the first edition. They have also added new topics such as Arnoldi iteration, domain decomposition methods, and hyperbolic downdating. Clearly the second edition is an invaluable reference book that should be in every university library. With the new proofs and derivations, it should remain the text of choice for graduate courses in matrix computations

(Image: Bulletin of the International Linear Algebra Society)

About the Author

Gene H. Golub is professor of computer science at Stanford University. Charles F. Van Loan is professor of computer science at Cornell University.

Product details

  • Publisher ‏ : ‎ Johns Hopkins University Press
  • Publication date ‏ : ‎ October 15, 1996
  • Edition ‏ : ‎ 3rd
  • Language ‏ : ‎ English
  • Print length ‏ : ‎ 728 pages
  • ISBN-10 ‏ : ‎ 0801854148
  • ISBN-13 ‏ : ‎ 978-0801854149
  • Item Weight ‏ : ‎ 2.25 pounds
  • Dimensions ‏ : ‎ 6.13 x 1.29 x 9.25 inches
  • Best Sellers Rank: #963,010 in Books (See Top 100 in Books)
  • Customer Reviews:
    4.6 out of 5 stars (52)

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Customer reviews

4.6 out of 5 stars
52 global ratings
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Top reviews from the United States

  • 5 out of 5 stars
    A foundation book in matrix analysis
    Reviewed in the United States on September 11, 2011
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    One of the most thorough and erudite books on numerical linear analysis available. The authors, Golub and Van Loan, are pioneers in matrix analysis. The review is encyclopedic. This is a great book to demonstrate the finer points of the art and to provide a bird's eye view of the subject. If you can't articulate differences in speed and accuracy between the LU decomposition, the QR decomposition, bidiagonalization, Householder reflections and Givens rotations, and the venerable singular value decomposition then this book is for you.

    My first copy has been worn out. This review was triggered when a replacement copy was ordered.

    2 people found this helpful
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  • 5 out of 5 stars
    Includes pseudocode snippets that can be easily translated into any modern language (although why would you
    Reviewed in the United States on April 2, 2016
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    Classic of the genre. Details all important numerical techniques of linear algebra. Rigorous enough for an academic yet practical enough for those working in the industry. Includes pseudocode snippets that can be easily translated into any modern language (although why would you? This has been implemented in MATLAB, Octave and R a long time ago...) Highly and unconditionally recommended.

    2 people found this helpful
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  • 5 out of 5 stars
    Inclusive and exciting
    Reviewed in the United States on April 23, 2012
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    I must say this text has probably all the content an engineering graduate student like myself might need. Texts on this topic tend to omit details which have to be found using other sources. This one is the most inclusive I have come across. Ofcourse it cannot detail everything but it is an excellent starting point for almost anything in the field of linear algebra.

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  • 4 out of 5 stars
    Outstanding reference and tutorial
    Reviewed in the United States on February 14, 2011
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    I used this book to teach me some of the finer points of matrix operations, and continue to reference it. In fact, in my field (geophysics), this book is the standard reference for matrix operations in journal publications. I have not found anything better, nor anything that even comes close.

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  • 3 out of 5 stars
    Could benefit from more detail and definition
    Reviewed in the United States on March 31, 2019
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    Good manual for numerical analysis but I wish it had more of a breakdown of the steps or examples which demonstrate the building blocks to get to the model used.

    One person found this helpful
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  • 5 out of 5 stars
    Classic text
    Reviewed in the United States on August 30, 2023
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    This was delivered on time and has been very useful. It is a classic.

    One person found this helpful
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  • 5 out of 5 stars
    Matrix Computations - mathematics and programming book - great
    Reviewed in the United States on July 16, 2013
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    Delivery – great

    The book was wonderful as I expected, and I really enjoyed it.

    I got what I wanted, and I got everything I needed.

    What more do you need?

    I recommended it to my friends.

    One person found this helpful
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  • 5 out of 5 stars
    The reference on matrix algorithms
    Reviewed in the United States on November 19, 2013
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    This is the book if you need to understand matrix algorithms. Also while learning those algorithms, you get a great insight on eigenproblems, and linear algebra. One of my all time favorite academic books.

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Top reviews from other countries

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  • 5 out of 5 stars
    Excellent reference book
    Reviewed in the United Kingdom on January 7, 2012
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    Excellent book covering extensively its topic. It covers extensively:

    - an excellent description of the linear algebra theory with all key theorem, their intuitive interpretation and short but complete demonstration

    - the algorithmic aspects of matrix computations each proposed algorithm being evaluated with regard to computational complexity, numerical stability and parallel processing

    - reference to the functions implementing the described algorithms within LAPACK (the standard library for advanced matrix computations in Fortran and C)

    A must have for anybody often using linear algebra on computer systems.

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  • 5 out of 5 stars
    DER moderne Klassiker der Matrizenrechnung
    Reviewed in Germany on December 27, 2007
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    Gene Golub und Charles van Loan zählen weltweit zu den renommiertesten

    Experten auf dem in diesem Buch behandelten Gebiet. Es ist das wohl

    umfassendste Referenz-Werk zum Thema Matrizen-Algorithmen. Nicht

    etwa ein Lehrbuch der Linearen Algebra, sondern ein numerisch orientiertes

    Werk, behandelt es sowohl die theoretischen Hintergründe - meist mit

    eleganten kurzen Beweisen - der diskutierten Algorithmen als auch

    praktische Aspekte wie Rundungsfehler und Kondition. Für ernsthaft auf dem

    Gebiet der numerischen linearen Algebra Arbeitende ist der Golub/van Loan

    eine unverzichtbare Informationsquelle, die ältere Klassiker wie

    Gantmacher und Faddejew/Faddejewa durch die Fülle neuerer Resultate,

    Algorithmen und Literaturhinweise ganz wesentlich ergänzt.

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  • 5 out of 5 stars
    Masterpiece, the origin of every matrix computation
    Reviewed in Canada on November 27, 2012
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    My course was suffering before I bought this book. I found it contains every algorithm, and why we use it,but also how we store the data. A great author,a great book

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  • 4 out of 5 stars
    行列計算
    Reviewed in Japan on August 22, 2003
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    行列の(数値)計算について書かれた良書である.これから大掛かりな行列計算プログラムを作成しようとする人は,参考書(基本)として薦める.

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