Matrix Computations, 4th Edition

The fourth edition of Gene H. Golub and Charles F. Van Loan’s classic is an essential reference for computational scientists and engineers in addition to researchers in the numerical linear algebra community. Anyone whose work requires the solution to a matrix problem and an appreciation of its mathematical properties will find this book to be an indispensible tool.

This revision is a cover-to-cover expansion and renovation of the third edition. It now includes an introduction to tensor computations and brand new sections on

• fast transforms
• parallel LU
• discrete Poisson solvers
• pseudospectra
• structured linear equation problems
• structured eigenvalue problems
• large-scale SVD methods
• polynomial eigenvalue problems

Matrix Computations is packed with challenging problems, insightful derivations, and pointers to the literature—everything needed to become a matrix-savvy developer of numerical methods and software.

Table of Contents

Chapter 1. Matrix Multiplication
Chapter 2. Matrix Analysis
Chapter 3. General Linear Systems
Chapter 4. Special Linear Systems
Chapter 5. Orthogonalization and Least Squares
Chapter 6. Modified Least Squares Problems and Methods
Chapter 7. Unsymmetric Eigenvalue Problems
Chapter 8. Symmetric Eigenvalue Problems
Chapter 9. Functions of Matrices
Chapter 10. Large Sparse Eigenvalue Problems
Chapter 11. Large Sparse Linear System Problems
Chapter 12. Special Topics