Description

This book is a comprehensive survey of matrix perturbation theory, a topic of interest to numerical analysts, statisticians, physical scientists, and engineers. In particular, the authors cover perturbation theory of linear systems and least square problems, the eignevalue problem, and the generalized eignevalue problem as wellas a complete treatment of vector and matrix norms, including the theory of unitary invariant norms.

Table of Contents

Preliminaries. Norms and Metrics. Linear Systems and Least Squares Problems. The Perturbation of Eigenvalues. Invariant Subspaces. Generalized Eigenvalue Problems.

Details

No. of pages:
374
Language:
English
Copyright:
© 1990
Published:
Imprint:
Academic Press
eBook ISBN:
9780080926131
Print ISBN:
9780126702309

About the authors

G. Stewart

Affiliations and Expertise

The University of Texas, Austin

Ji-guang Sun

Affiliations and Expertise

Computer Center of the Chinese Academy of Sciences