Numerical Linear Algebra and Optimization
Philip E Gill author Walter Murray author Margaret H Wright author
Format:Paperback
Publisher:Society for Industrial & Applied Mathematics,U.S.
Published:30th Jun '21
Currently unavailable, and unfortunately no date known when it will be back
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.
ISBN: 9781611976564
Dimensions: unknown
Weight: 700g
426 pages