An introduction to applied matrix analysis
Böttcher-Wenzel conjectureconjugate gradient methodeigenvalueeigenvectorKronecher productleast squares problemsmatrix normsMoore-Penrose generalized inverseorthogonal transformationsoverdetermined matricespreconditioningQR algorithmquadratic formtextbookvector norms
Theory of matrix inversion and generalized inverses (15A09) Eigenvalues, singular values, and eigenvectors (15A18) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Quadratic and bilinear forms, inner products (15A63) Multilinear algebra, tensor calculus (15A69) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Orthogonalization in numerical linear algebra (65F25) Numerical computation of matrix norms, conditioning, scaling (65F35) Numerical linear algebra (65Fxx)
This textbook is intended for a one-semester course in applied matrix theory. It starts with a preliminary chapter which introduces the basic symbols, notations and results used: quadratic forms, positive definite matrices, eigenvalues and eigenvectors, Kronecker product and sum. Chapter 2 presents results on vector and matrix norms, as well as floating point representation and perturbation analysis. In Chapter 3, the authors study the linear least square problem (LLSP) for overdetermined matrices, together with the QR algorithm for its numerical solution. Chapter 4 presents the Moore-Penrose generalized inverse and its connection with LLSP. In Chapter 5, the authors present the steepest descent and conjugate gradient algorithms, together with some preliminary considerations on preconditioning techniques. Chapter 6 and 7 develop the analysis of various optimal and superoptimal preconditioning methods. In the last Chapter 8, the authors present a proof for the Böttcher-Wenzel conjecture and related matrix inequalities. The textbook is accessible to students with a background in linear algebra, calculus and numerical analysis, but also to researchers from other fields interested in solving linear systems of equations.
- Some norm inequalities for commutators of contracted tensor products
- The Riemannian two-step perturbed Gauss-Newton method for least squares inverse eigenvalue problems
- A Riemannian under-determined BFGS method for least squares inverse eigenvalue problems
- A study on T-eigenvalues of third-order tensors
- Optimal preconditioners for functions of matrices
- An efficient second-order convergent scheme for one-side space fractional diffusion equations with variable coefficients
- Introduction to Matrix Analytic Methods in Stochastic Modeling
- A convergence analysis of the MINRES method for some Hermitian indefinite systems
- An optimal preconditioner for tensor equations involving Einstein product
- Some recent developments in matrix analysis and computation
- Frobenius norm inequalities of commutators based on different products
- Introduction to matrix analysis and applications
- A Mixed-Type Circulant Preconditioner for a Nonlocal Elastic Model
- Inertia indices and the converse of Weyl's eigenvalue inequality for Hermitian tensors
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