Perturbation theory for matrix equations
The book is devoted to the perturbation analysis of matrix equations. The importance of perturbation analysis is that it gives a way to estimate the influence of measurement and/or parametric errors in mathematical models together with the rounding errors done in the computational process. The pertu...
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| Format: | eBook |
| Language: | English |
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Amsterdam
Elsevier
2003, 2003
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| Edition: | 1st ed |
| Series: | Studies in computational mathematics
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| Online Access: | |
| Collection: | Elsevier eBook collection Mathematics - Collection details see MPG.ReNa |
| Summary: | The book is devoted to the perturbation analysis of matrix equations. The importance of perturbation analysis is that it gives a way to estimate the influence of measurement and/or parametric errors in mathematical models together with the rounding errors done in the computational process. The perturbation bounds may further be incorporated in accuracy estimates for the solution computed in finite arithmetic. This is necessary for the development of reliable computational methods, algorithms and software from the viewpoint of modern numerical analysis. In this book a general perturbation theory for matrix algebraic equations is presented. Local and non-local perturbation bounds are derived for general types of matrix equations as well as for the most important equations arising in linear algebra and control theory. A large number of examples, tables and figures is included in order to illustrate the perturbation techniques and bounds |
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| Physical Description: | xii, 429 pages illustrations |
| ISBN: | 0080538673 9786611048723 0444513159 9780444513151 9780080538679 9781281048721 1281048720 |