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This book is about computing eigenvalues, eigenvectors, and invariant subspaces of matrices. Treatment includes generalized and structured eigenvalue problems and all vital aspects of eigenvalue computations. A unique feature is the detailed treatment of structured eigenvalue problems, providing insight on accuracy and efficiency gains to be expected from algorithms that take the structure of a matrix into account.

Produktbeschreibung
This book is about computing eigenvalues, eigenvectors, and invariant subspaces of matrices. Treatment includes generalized and structured eigenvalue problems and all vital aspects of eigenvalue computations. A unique feature is the detailed treatment of structured eigenvalue problems, providing insight on accuracy and efficiency gains to be expected from algorithms that take the structure of a matrix into account.


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Autorenporträt
Daniel Kressner, Technical University of Berlin, Gernany
Rezensionen
From the reviews:

"This book deals with the numerical methods for general and structured eigenvalue problems. ... These lecture notes provide a detailed treatment and an updated account on the various eigenvalue algorithms and related topics ... . In today's world of computing, it is certainly a valuable reference and tool for anyone using methods of numerical linear algebra." (Amin Boumenir, Zentralblatt MATH, Vol. 1079, 2006)

"A detailed treatment of methods for special matrices such as unitary, skew-Hamiltonian, Hamiltonian, symplectic, and product form. ... Kressner has two very useful short appendices, one on basic ideas in control theory and the other on available software. ... present the state of the art, for general and special eigenvalue problems, in a very clear manner. ... That said, we are lucky to have ... such fine books that reveal the clever ideas and techniques that constitute current matrix eigenvalue algorithms." (Beresford Parlett, SIAM Review, Vol. 52 (4), 2010)