Matrix algorithms: Eigensystems

The book is divided into two parts: dense eigenproblems and large eigenproblems. The first part gives a full treatment of the widely used QR algorithm, which is then applied to the solution of generalized eigenproblems and the computation of the singular value decomposition. The second part treats Krylov sequence methods such as the Lanczos and Arnoldi algorithms and presents a new treatment of the Jacobi-Davidson method.

The volumes in this survey are not intended to be encyclopedic. By treating carefully selected topics in depth, each volume gives the reader the theoretical and practical background to read the research literature and implement or modify new algorithms. The algorithms treated are illustrated by pseudocode that has been tested in MATLAB implementations.

Audience

The volumes in the series are intermediate-level monographs, suitable for self-study by professionals and graduate students in the sciences and engineering. The first volume, Matrix Algorithms, Volume I: Basic Decompositions , was published by SIAM in 1998 (ISBN 0-89871-414-1).