The Lanczos and Conjugate Gradient Algorithms: From Theory to Finite Precision Computations: 19 (Software, Environments and Tools, Series Number 19) - Image 1

£120.00

Society for Industrial and Applied Mathematics (SIAM) The Lanczos and Conjugate Gradient Algorithms: From Theory to Finite Precision Computations: 19 (Software, Environments and Tools, Series Number 19)

Name: The Lanczos and Conjugate Gradient Algorithms: From Theory to Finite Precision Computations: 19 (Software, Environments and Tools, Series Number 19)
Brand: Society for Industrial and Applied Mathematics (SIAM)
Price: 120.0 GBP
Availability: InStock

Applied Mathematics

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Description

This book presents the most comprehensive discussion to date of the use of the Lanczos and CG methods for computing eigenvalues and solving linear systems in both exact and floating point arithmetic. The author synthesizes the research done over the past 30 years, describing and explaining the 'average' behavior of these methods and providing new insight into their properties in finite precision. Many examples are given that show significant results obtained by researchers in the field. The author details the mathematical properties of both algorithms and emphasizes how they can be used efficiently in finite precision arithmetic, regardless of the growth of rounding errors that occurs. Loss of orthogonality involved with using the Lanczos algorithm, ways to improve the maximum attainable accuracy of CG computations, and what modifications need to be made when the CG method is used with a preconditioner are addressed.

Product Specifications

Brand: Society for Industrial and Applied Mathematics (SIAM)
Format: paperback
ASIN: 0898716160
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 01 August 2006
Listed Since: 30 December 2006

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Society for Industrial and Applied Mathematics (SIAM) The Lanczos and Conjugate Gradient Algorithms: From Theory to Finite Precision Computations: 19 (Software, Environments and Tools, Series Number 19)

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