Numerical Linear Algebra

Numerical Linear Algebra

Lloyd N. Trefethen
Cornell University Ithica, New York
David Bau, III
Microsoft Corporation Redmond, Washington

siam
Socity for Industrial and Applied Mathematics

1997 Society for Industrial and Applied Mathematics.

1 0 9 8 7 6 5 4

All rights reserved. No part of this book may be reproduced, stored, or transmitted in any manner without the written permission of the publisher. For information, write to the Society for Industrial and Applied Mathematics, 3600 University City Science Center, Philadelphia, PA 19104-2688.

Trademarked names may be used in this book without the inclusion of a trademark symbol. These names are used inan editorial context only; no infringement of trademark is intended.

Library of Congress Cataloging-in-Publication Data

Trefethen, Lloyd N., (Lloyd Nicholas)
Numerical linear algebra / Lloyd N. Trefethen, David Bau III.
p. cm.
Includes bibliographical references and index.

0-89871-361-7

0-89871-487-7

1. Algebras, Linear. 2. Numerical calculations. I. Bau, David.
II. Title.
QA184.T74 1997
512 ?.5 dc21 96-52458

siam is a registered trademark.

To our parents
Florence and Lloyd MacG. Trefethen
and
Rachel and Paul Bau

Acknowledgments

We could not have written this book without help from many people. We must begin by thanking the hundreds of graduate student at MIT (Math 335) and Cornell (CS 621) whose enthusiasm and advice over a period of ten years guided the choice of topics and the style of presentation. About seventy of these student at Cornell worked from drafts of the book itself and contributed numerous suggestions. The number of typos caught by...

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