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Fast Reliable Algorithms for Matrices with Structure

Paperback Engels 1987 9780898714319
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Samenvatting

This book is the first to pay special attention to the combined issues of speed and numerical reliability in algorithm development. These two requirements have often been regarded as competitive, so much so that the design of fast and numerically reliable algorithms for large-scale structured systems of linear equations, in many cases, remains a significant open issue. Fast Reliable Algorithms for Matrices with Structure helps bridge this gap by providing the reader with recent contributions written by leading experts in the field. The authors deal with both the theory and the practice of fast numerical algorithms for large-scale structured linear systems. Each chapter covers in detail different aspects of the most recent trends in the theory of fast algorithms, with emphasis on implementation and application issues. Both direct and iterative methods are covered.

Specificaties

ISBN13:9780898714319
Taal:Engels
Bindwijze:Paperback
Aantal pagina's:358
Uitgever:Society for Industrial and Applied Mathematics

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Inhoudsopgave

Contributors; Preface; Notation; 1. Displacement structure and array algorithms Thomas Kailath; 2. Stabilized Schur Algorithms Shivkumar Chandrasekaran and Ali H. Sayed; 3. Fast Stable Solvers for Structured Linear Systems Ali H. Sayed and Shivkumar Chandrasekaran; 4. Stability of Fast Algorithms for Structured Linear Systems Richard P. Brent; 5. Iterative Methods for Linear Systems with Matrix Structure Raymond H. Chan and Michael K. Ng; 6. Asymptotic Spectral Distribution of Toeplitz-Related Matrices Paolo Tilli; 7. Newton's Iteration for Structured Matrices Victor Y. Pan, Sheryl Branham, Rhys E. Rosholt and Ai-Long Zheng; 8. Fast Algorithms with Applications to Markov Chains and Queueing Models Dario A. Bini and Beatrice Meini; 9. Tensor Displacement Structures and Polyspectral Matching Victor S. Grigorascu and Phillip A. Regalia; 10. Minimal Complexity Realization of Structured Matrices Patrick Dewilde; Appendix A. Useful Matrix Results Thomas Kailath and Ali H. Sayed; Appendix B. Elementary Transformations Thomas Kailath and Ali H. Sayed; Bibliography; Index.

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        Fast Reliable Algorithms for Matrices with Structure