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Matrix Computations (Johns Hopkins Studies in Mathematical Sciences)(3rd Edition)
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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.
- ISBN-100801854148
- ISBN-13978-0801854149
- Edition3rd
- PublisherJohns Hopkins University Press
- Publication dateOctober 15, 1996
- LanguageEnglish
- Dimensions6.13 x 1.29 x 9.25 inches
- Print length728 pages
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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)
- #50 in Mathematical Matrices
- #159 in Linear Algebra (Books)
- #723 in Algebra & Trigonometry
- Customer Reviews:
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Learn more how customers reviews work on AmazonTop reviews from the United States
- 5 out of 5 stars
A foundation book in matrix analysis
Reviewed in the United States on September 11, 2011One 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.
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Includes pseudocode snippets that can be easily translated into any modern language (although why would you
Reviewed in the United States on April 2, 2016Classic 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.
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Inclusive and exciting
Reviewed in the United States on April 23, 2012I 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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Outstanding reference and tutorial
Reviewed in the United States on February 14, 2011I 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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Could benefit from more detail and definition
Reviewed in the United States on March 31, 2019Good 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.
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Classic text
Reviewed in the United States on August 30, 2023This was delivered on time and has been very useful. It is a classic.
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Matrix Computations - mathematics and programming book - great
Reviewed in the United States on July 16, 2013Delivery – 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.
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The reference on matrix algorithms
Reviewed in the United States on November 19, 2013This 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
Pascal Pompey5 out of 5 starsExcellent reference book
Reviewed in the United Kingdom on January 7, 2012Excellent 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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emew5 out of 5 starsDER moderne Klassiker der Matrizenrechnung
Reviewed in Germany on December 27, 2007Gene 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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ZAck5 out of 5 starsMasterpiece, the origin of every matrix computation
Reviewed in Canada on November 27, 2012My 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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fem4 out of 5 stars行列計算
Reviewed in Japan on August 22, 2003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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