Numerical Linear Algebra

by David Bau III and Lloyd N. Trefethen

Book Overview

This is a concise, insightful introduction to the field of numerical linear algebra. The clarity and eloquence of the presentation make it popular with teachers and students alike. The text aims to... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 0898713617
• ISBN13: 9780898713619
• Release Date: June 1997
• Publisher: Society for Industrial and Applied Mathematic
• Length: 184 Pages
• Weight: 0.70 lbs.
• Dimensions: 0.8" x 7.0" x 10.1"

Customer Reviews

Fantastic book, with great insight

I can't speak to the entire book, as I've only made significant use of the section of matrix solvers. Having said that, his explanation of Krylov methods was the most clear and well organized I've ever seen. His book is the first I've seen that so nicely ties together all such methods. It's true that his book is probably not going to be enough if you are planning to focus on this as your research topic. But for those of us who simply need to apply the field to their research, it is the best book I've found, and he goes out of his way to be helpful to the practitioner, a rare thing in a math book. (For example, he has a wonderful flowchart in Chapter 6 providing a rough guideline for selecting a linear system solver based on the properties of one's problem.)

Excellent...with a few caveats

This book on Linear Algebra is excellent. In particular chapters seven through thirty (as far as I have read) are great for self-directed study. However, I found chapters one through six ( through Projectors) a bit terse. Therefore I would highly recommend this book for self-study ONLY IF you already have a good idea of the concept of basic linear algebra including matrix norms, the singular value decomposition, and projectors, and also the correct way to perform a proof...and by a "good idea" I mean you already know how to use these ideas in a practical way. Otherwise, you should only use this book if you have a truly good instructor to guide you through the early material. I started out taking a class using this book four years ago from a poor instructor, and I and the entire class, as far as I could tell from casual conversation, were completely lost. I dropped the class and retook it just recently with an excellent instructor. Her help and insight made a world of difference. It will also help to have a copy of "Matrix Computations" by Golub and Van Loan for reference, especially when you get to the later chapters and eigenproblems.

This book grows on you

I used this text for a two-semester graduate sequence in numerical linear algebra (NLA) while I was a graduate student in the Mathematics Department at The University of Kentucky. If you do not have a substantial background in linear algebra and numerical analysis, which I did not when I first used this book, the material covered and the presentation can seem to be quite daunting. But while the presentation is very thorough, it is not unnecessarily so. After I had used this text for about three months, I grew accustomed to the very detailed nature of the writing and grateful for the sheer level of information contained in a meer 419 pages. Many introductury numerical analysis books include several chapters covering the commonly used algorithms in NLA but usually not in complete detail. While this format is friendlier to use for an overview of the "basics," in the real world, the standard ways of solving numerical systems such as GEPP, SVD, QR, Cholesky decompostions, Gauss-Siedel iterations, and other methods do not always work in a nice cookbook-like fashion. When one of these standard methods that engineers and research scientists use to solve "standard" problems fails, and it will sometimes, this book will give you a good starting point to figure out what went wrong and what alternate methods can be used to solve a linear system that is not as easy as it first appeared to be. If you are learning NLA, you are probably doing so because you either want to or have to apply it in your professional life, by which I mean your job or the job that you hope to get. In my current position, I develop and design statistical and deterministic simulators for human genetics research. And when I need to used Cholesky decompostions, SVD's, and other NLA methods, I always consult this book to review how these methods work and, more importantly, what innocent looking data will cause these methods to fail silently - in other words, give results that look reasonable, but are completely wrong. In conclusion, this book is not the easiest to read. But it is one of the best resources available when you need to learn how to handle basic and not-so-basic problems in the field of NLA.

A must for computational mathematicians

The chapters on numerical stability of algorithms and conditioning of numerical problems are excellent. While the focus is of course linear algebra, these principles can be readily extended to all computational mathematics. If you regularly use computational methods and have not yet studied elementary error analysis, this book may revolutionize how you perceive numerical problems.

Excellent: the best book I have seen on the subject.

This book should be required reading for anyone interested in computational numerics, especially those who are starting in the field. The authors concentrate on the few fundamental topics that underlie and unite the subject. The presentation, while rigorous, is simple, clear and friendly. The authors follow a logical thread and eliminate unnecessary and disorienting aspects that plague other books on the subject. It is easy to pick up the book, read several chapters at a stretch without looking up, and come away with new insights. Unquestionably the most valuable book I have read to date on the subject.