The Theory of Matrices in Numerical Analysis

This text explores aspects of matrix theory that are most useful in developing and appraising computational methods for solving systems of linear equations and for finding characteristic roots. Suitable for advanced undergraduates and graduate students, it assumes an understanding of the general principles of matrix algebra, including the Cayley-Hamilton theorem, characteristic roots and vectors, and linear dependence. An introductory chapter covers the Lanczos algorithm, orthogonal polynomials,...