Numerical Linear Algebra

Notes

Overview

There are a number of textbooks and monographs on numerical linear algebra, and a particularly notable group have been appearing in the second half of the 1990s. Rather than give a full survey, we highlight three current books that every reader who wishes to go further with this subject should be aware of:

  • Golub and Van Loan, Matrix Computations, 3rd ed. [GoVa96],

  • Higham, Accuracy and Stability of Numerical Algorithms [Hig96],

  • Demmel, Applied Numerical Linear Algebra [Dem97].

The book by Golub and Van Loan, in its earlier editions, has long been the bible of this field encyclopedic in its coverage and its references to the literature. The book by Higham is another encyclopedic treatment, exceedingly careful about details, with an emphasis on stability but full of algorithmic information and insights of all kinds. The book by Demmel has almost the same title as the present volume but is entirely different in style, being more focused on latest developments and considerations of computer architecture, less on mathematical foundations.

Other texts on numerical linear algebra include [Cia89], [Dat95], [GMW91], [Hag88], [Ste73], and [Wat91].

Excellent texts are also available on various more specialized subjects, including least squares, eigenvalue problems, and iterative methods. These are listed in the appropriate paragraphs below. For direct sparse matrix methods, not covered in this book, two standard texts are [GeLi81] and [DER86]. For software, also not covered here, some of the landmark contributions are LAPACK [And95] and its predecessors EISPACK [Smi76] and LINPACK [DBMS79], the Basic...

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