Details

Autor(en) / Beteiligte

• Golub, Gene H
• Meurant, Gérard A

Titel

Matrices, moments and quadrature with applications

Auflage

1

Ort / Verlag

Princeton: Princeton University Press

Erscheinungsjahr

2009

Link zum Volltext

Quelle

Alma/SFX Local Collection

Beschreibungen/Notizen

• This computationally oriented book describes and explains the mathematical relationships among matrices, moments, orthogonal polynomials, quadrature rules, and the Lanczos and conjugate gradient algorithms. The book bridges different mathematical areas to obtain algorithms to estimate bilinear forms involving two vectors and a function of the matrix. The first part of the book provides the necessary mathematical background and explains the theory. The second part describes the applications and gives numerical examples of the algorithms and techniques developed in the first part.