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Matrix Perturbation Theory

  • 1st Edition - June 28, 1990
  • Latest edition
  • Authors: G. W. Stewart, Ji-guang Sun
  • Language: English

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… Read more

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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.

Product details

  • Edition: 1
  • Latest edition
  • Published: June 28, 1990
  • Language: English

About the authors

GS

G. W. Stewart

Affiliations and expertise
The University of Texas, Austin

JS

Ji-guang Sun

Affiliations and expertise
Computer Center of the Chinese Academy of Sciences