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Templates for the Solution of Algebraic Eigenvalue Problems: A Practical Guide

Author(s): Zhaojun Bai, James Demmel, Jack Dongarra, Axel Ruhe, and Henk van der Vorst  
Publisher: SIAM Press  
Edition: 1  

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Templates for the Solution of Algebraic Eigenvalue Problems: A Practical Guide by Zhaojun Bai, James Demmel, Jack Dongarra, Axel Ruhe, and Henk van der Vorst is available for free download on an external web-site.
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Templates for the Solution of Algebraic Eigenvalue Problems: A Practical Guide (Software, Environments and Tools)

Book Description

This book deals with a united overview of theory, algorithms, and practical software for eigenvalue problems. It arranges this large body of material to make it available for the first time to the many non expert users who need to choose the best state-of-the-art algorithms and software for their problems. Using a casual decision tree, just enough theory is introduced to identify the relevant mathematical structure that determines the best algorithm for each problem. The algorithms and software at the 'leaves' of the decision tree range from the classical QR algorithm, which is most suitable for small dense matrices, to iterative algorithms for very large generalized eigenvalue problems.

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