Numerical Linear Algebra And Optimization

Gill, Philip E.;murray, Walter;wright, Margaret H.

ISBN 10: 1611976561 / ISBN 13: 9781611976564

Editore: SIAM - Society for Industrial and Applied Mathematics, 2021

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Dati bibliografici

• Titolo: Numerical Linear Algebra And Optimization
• Editore: SIAM - Society for Industrial and Applied Mathematics
• Data di pubblicazione: 2021
• Lingua: Inglese
• ISBN 10: 1611976561
• ISBN 13: 9781611976564
• Rilegatura: Brossura
• Condizione: As New

Descrizione articolo

Riassunto

Numerical Linear Algebra and Optimization covers the fundamentals of closely related topics: linear systems (linear equations and least-squares) and linear programming (optimizing a linear function subject to linear constraints). For each problem class, stable and efficient numerical algorithms intended for a finite-precision environment are derived and analyzed. In 1991, when the book first appeared, these topics were rarely taught with a unified perspective, and, somewhat surprisingly, this remains true almost 30 years later. As a result, some of the material in this book can be difficult to find elsewhere―in particular, techniques for updating the LU factorization, descriptions of the simplex method applied to all-inequality form, and the analysis of what happens when using an approximate inverse to solve Ax=b.

This book is appropriate for students who want to learn about numerical techniques for solving linear systems and/or linear programming using the simplex method.