Matrices, moments, and quadrature with applications /
Gene H. Golub and G�erard Meurant.
- 1 online resource (ix, 363 pages) : illustrations
- Princeton series in applied mathematics .
- Princeton series in applied mathematics. .
Includes bibliographical references (pages 335-359) and index.
Preliminaries; Contents; Preface; Chapter 1. Introduction; Chapter 2. Orthogonal Polynomials; Chapter 3. Properties of Tridiagonal Matrices; Chapter 4. The Lanczos and Conjugate Gradient Algorithms; Chapter 5. Computation of the Jacobi Matrices; Chapter 6. Gauss Quadrature; Chapter 7. Bounds for Bilinear Forms uT f(A)v; Chapter 8. Extensions to Nonsymmetric Matrices; Chapter 9. Solving Secular Equations; Chapter 10. Examples of Gauss Quadrature Rules; Chapter 11. Bounds and Estimates for Elements of Functions of Matrices.
This computationally oriented work describes and explains the mathematical relationships among matrices, moments, orthogonal polynomials, quadrature rules, and the Lanczos and conjugate gradient algorithms.