| |
| |
Preface | |
| |
| |
Acknowledgments | |
| |
| |
| |
Direct Solution Methods | |
| |
| |
| |
Introduction: Networks and Structures | |
| |
| |
| |
Gaussian Elimination and Matrix Factorization | |
| |
| |
| |
Range and Nullspace | |
| |
| |
| |
Practical Considerations | |
| |
| |
| |
Solution of Tridiagonal Systems of Equations | |
| |
| |
Exercises | |
| |
| |
References | |
| |
| |
| |
Theory of Matrix Eigenvalues | |
| |
| |
| |
The Minimal Polynomial | |
| |
| |
| |
Selfadjoint and Unitary Matrices | |
| |
| |
| |
Matrix Equivalence (Similarity Transformations) | |
| |
| |
| |
Normal and H-Normal Matrices | |
| |
| |
Exercises | |
| |
| |
References | |
| |
| |
| |
Positive Definite Matrices, Schur Complements, and Generalized Eigenvalue Problems | |
| |
| |
| |
Positive Definite Matrices | |
| |
| |
| |
Schur Complements | |
| |
| |
| |
Condition Numbers | |
| |
| |
| |
Estimates of Eigenvalues of Generalized Eigenvalue Problems | |
| |
| |
| |
Congruence Transformations | |
| |
| |
| |
Quasisymmetric Matrices | |
| |
| |
Exercises | |
| |
| |
References | |
| |
| |
| |
Reducible and Irreducible Matrices and the Perron-Frobenius Theory for Nonnegative Matrices | |
| |
| |
| |
Reducible and Irreducible Matrices | |
| |
| |
| |
Gershgorin Type Eigenvalue Estimates | |
| |
| |
| |
The Perron-Frobenius Theorem | |
| |
| |
| |
Rayleigh Quotient and Numerical Range | |
| |
| |
| |
Some Estimates of the Perron-Frobenius Root of Nonnegative Matrices | |
| |
| |
| |
A Leontief Closed Input-Output Model | |
| |
| |
Exercises | |
| |
| |
References | |
| |
| |
| |
Basic Iterative Methods and Their Rates of Convergence | |
| |
| |
| |
Basic Iterative Methods | |
| |
| |
| |
Stationary Iterative Methods | |
| |
| |
| |
The Chebyshev Iterative Method | |
| |
| |
| |
The Chebyshev Iterative Method for Matrices with Special Eigenvalue Distributions | |
| |
| |
Exercises | |
| |
| |
References | |
| |
| |
| |
M-Matrices, Convergent Splittings, and the SOR Method | |
| |
| |
| |
M-Matrices | |
| |
| |
| |
Convergent Splittings | |
| |
| |
| |
Comparison Theorems | |
| |
| |
| |
Diagonally Compensated Reduction of Positive Matrix Entries | |
| |
| |
| |
The SOR Method | |
| |
| |
Exercises | |
| |
| |
References | |
| |
| |
| |
Incomplete Factorization Preconditioning Methods | |
| |
| |
| |
Point Incomplete Factorization | |
| |
| |
| |
Block Incomplete Factorization; Introduction | |
| |
| |
| |
Block Incomplete Factorization of M-Matrices | |
| |
| |
| |
Block Incomplete Factorization of Positive Definite Matrices | |
| |
| |
| |
Incomplete Factorization Methods for Block H-Matrices | |
| |
| |
| |
Inverse Free Form for Block Tridiagonal Matrices | |
| |
| |
| |
Symmetrization of Preconditioners and the SSOR and ADI Methods | |
| |
| |
Exercises | |
| |
| |
References | |
| |
| |
| |
Approximate Matrix Inverses and Corresponding Preconditioning Methods | |
| |
| |
| |
Two Methods of Computing Approximate Inverses of Block Bandmatrices | |
| |
| |
| |
A Class of Methods for Computing Approximate Inverses of Matrices | |
| |
| |
| |
A Symmetric and Positive Definite Approximate Inverse | |
| |
| |
| |
Combinations of Explicit and Implicit Methods | |
| |
| |
| |
Methods of Matrix Action | |
| |
| |
| |
Decay Rates of (Block-) Entries of Inverses of (Block-) Tridiagonal s.p.d. Matrices | |
| |
| |
References | |
| |
| |
| |
Block Diagonal and Schur Complement Preconditionings | |
| |
| |
| |
The C.B.S. Constant | |
| |
| |
| |
Block-Diagonal Preconditioning | |
| |
| |
| |
Schur Complement Preconditioning | |
| |
| |
| |
Full Block-Matrix Factorization Methods | |
| |
| |
| |
Indefinite Systems | |
| |
| |
References | |
| |
| |
| |
Estimates of Eigenvalues and Condition Numbers for Preconditioned Matrices | |
| |
| |
| |
Upper Eigenvalue Bounds | |
| |
| |
| |
Perturbation Methods | |
| |
| |
| |
Lower Eigenvalue Bounds for M-Matrices | |
| |
| |
| |
Upper and Lower Bounds of Condition Numbers | |
| |
| |
| |
Asymptotic Estimates of Condition Numbers for Second-Order Elliptic Problems | |
| |
| |
References | |
| |
| |
| |
Conjugate Gradient and Lanczos-Type Methods | |
| |
| |
| |
The Three-Term Recurrence Form of the Conjugate Gradient Method | |
| |
| |
| |
The Standard Conjugate Gradient Method | |
| |
| |
| |
The Lanczos Method for Generating A-Orthogonal Vectors | |
| |
| |
References | |
| |
| |
| |
Generalized Conjugate Gradient Methods | |
| |
| |
| |
Generalized Conjugate Gradient, Least Squares Methods | |
| |
| |
| |
Orthogonal Error Methods | |
| |
| |
| |
Generalized Conjugate Gradient Methods and Variable (Nonlinear) Preconditioners | |
| |
| |
References | |
| |
| |
| |
The Rate of Convergence of the Conjugate Gradient Method | |
| |
| |
| |
Rate of Convergence Estimates Based on Min Max Approximations | |
| |
| |
| |
Estimates Based on the Condition Number | |
| |
| |
| |
An Estimate Based on a Ratio Involving the Trace and the Determinant | |
| |
| |
| |
Estimates of the Rate of Convergence Using Different Norms | |
| |
| |
| |
Conclusions | |
| |
| |
References | |
| |
| |
Appendices | |
| |
| |
| |
Matrix Norms, Inherent Errors, and Computation of Eigenvalues | |
| |
| |
| |
Vector and Matrix Norms | |
| |
| |
| |
Inherent Errors in Systems of Linear Algebraic Equations | |
| |
| |
| |
Estimation and Computation of Eigenvalues | |
| |
| |
Exercises | |
| |
| |
References | |
| |
| |
| |
Chebyshev Polynomials | |
| |
| |
References | |
| |
| |
| |
Some Inequalities for Functions of Matrices | |
| |
| |
| |
Convex Functions | |
| |
| |
| |
Matrix-Convex Functions | |
| |
| |
References | |
| |
| |
Index | |