Matrix Computations

780 Pages·2012·13.14 MB·English

by  Gene H. Golub

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Matrix Computations
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To
ALSTOSN. H OUSEHOLDER
AND
JAMEHS. W ILKINSON

Contents
Perfea cxi
GolblRa eefrceensx iii
OtrhB eookxsv
UsueUlfR sL xix
CommoNnto ation
xxi
1 MatriMxut liipclation 1
1.1 BaAsolitrgchi amnsNd ot tiao2n
1.2 Sttreuua rcnEdfc fiyie n1c4
1.3 BlMoacrctkiea snA dol rghimts2 2
1.4 FaMsati-t xVrePcortudtocsr 3 3
1.5 VercitzoaanLtdoili cotany4 3
1.6 PaalrlMetalr Miutxlii cpalt49i on
2 MatriAxn asliys 63
2.1 BaIsdifecra Lonsime A aelrbg r6a4
2.2 VecNtoorrm6 s8
2.3 MtarNioxr m7s1
2.4 ThSei nVglauuDlceeoa pmro si7t6i on
2.5 SbuspMateicrces 8 1
2.6 ThSee vnisotiSfyutq e aiS rymsst e87
2.7 FiitPneerc iMstairCoiopnxum tat9i3o ns
3 GenrelaL ineSaytrse ms 105
----
3.l TiranSgyumslsta e1r06
3.2 ThLeUF c artoiza1t1i1o n
3.3 RuodnfoEfor irrGn ua isasEnln iamtii1o22n
3.4 Pvitoin1g2 5
3.5 IpmvrioannEgdsm taitAicuancrycg 137
3.6 PraallLeUl 144
4 SpceiaLnlie aSrys tmes 153
--------------- ---- ----------------
4.1 DioanDgaoilmnn caadenS ymmteyr 154
4.2 PsoieDt eintfviSeiy msst e159
VII
viii CONTENTS
4.3 BadnS dyemsst e176
4.4 SymtmrIeienncfdti iSey msst e168
4.5 BlToircdokin Saatyglse ms19 6
4.6 VnaderSmyomsnstd e2e03
4.7 ClscailaMs tehfooTderosip Stlyzms st e208
4.8 Ccilurtaa nnDsdiec trPeo iSsysmsostn e2 19
5 OrthogaolnaitziaonndL eaSsqt ueasr 233
5.1 HuoeshoalnGdvdiee Trnrn sfoasr mati23o4n s
5.2 ThQeRF acztaotri2io46n
5.3 ThFelu- alRnLket Sa uqseaPsror ble2m60
5.4 OtOhterghroo nFacalrt oizat27i4o ns
5.5 ThReak Dn-feicLietSea uqnseatPsr or ble2m88
5.6 Sqeua danU rdnertrdenmeeiSdym sst e298
6 ModifiLeeda Ssqtu easrP robleamnsdM ethods 303
6.1 WeitgihandnRg e lgiauzrat3i0o4 n
6.2 CotniresnadL etSa qseusa 3r13
6.3 TtoaLlesS atq eusa 3r20
6.4 SbusepC aopcmutwaitttihShoeV n Ds3 27
6.5 UdpatMitanrFgicat xzo artii3o3n4 s
7 UnsymmetriEci gelnuvPearo blems 347
7.1 Porptesiar denD eocpmoisoint3s4 8
7.2 PterurbaTthoieroy3n 5 7
7.3 PowIetre ra3t65i ons
7.4 These snHgbea enRrdelS a cuFhro rm3s76
7.5 ThPeart caiQlcRA olirgmt h385
7.6 IvnraiSabunstpC aopcmtuea ti3o9n4 s
7.7 ThGee nlieezdErg iaelnuPvoerab le4m05
7.8 Hatmoiinaalnn odud tcEP girelnuPvoerab le4m2s0
7.9 Pesusdpcoter4a2 6
8 SymmteriEci gelnuvPearo blems 439
8.1 Porptesiar enDdeo cmspioti4o40n s
8.2 PowIetaret rio4n50s
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8.4 MoeMr tehfoorTdi rsd oianPalorg ble4m6s7
8.5 JcaoMbteih o4d7s6
8.6 CopmuttihSneVg D 4 86
8.7 GeenlrieazEdg ielnuPvoerab lweiSmtysmhmt e ry 497
CONTNETS ix
9 FuntcioonfsM atreisc 513
--9-1. ----Eeing·l·--evuM ate---h----od51s4 -- - --- . -- ··-- - ·---
92. ApoxpirtmiMaoent ho52d2s
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10 LargSepa sreE iegnvlauPero blems 545
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1.03 ParcatLlia zcnoPcosrc ureeds5 62
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11 LargSepa rsLei neSaysret m Problems 597
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11.5P ercdtoiinionng6 50
1.16 ThMelu tFimrgwearoirdk6 7 0
12S peciTaopli cs 681
·--·-- ---- --·· --- --- · --- --- --- -- ---
12.1 LnieSaytrse wmisDts ihap cleSmtetrnruuetc 681
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1.25 TneosDre ocpmsoitainIodtni esor na7s3t1
Idnxe 747