Functions of Matrices

矩阵函数计算的教材，英国皇家学会会员、曼彻斯特大学教授N. Higham所著。 A thorough and elegant treatment of the theory of matrix functions and numerical methods for computing them, including an overview of applications, new and unpublished research results, and improved algorithms. Key features include a detailed treatment of the matrix sign function and matrix roots; a development of the theory of conditioning and properties of the Frechet derivative; Schur decomposition; block Parlett recurrence; a thorough analysis of the accuracy, stability, and c omputational cost of numerical methods; general results on convergence and stability of matrix iterations; and a chapter devoted to the f(A)b problem. Ideal for advanced courses and for self-study, its broad content, references and appendix also make this book a convenient general reference. Contains an extensive collection of problems with solutions and MATLAB implementations of key algorithms.