Functions of matrices - theory and computation

Nicholas J. Higham “This superb book is timely and is written with great attention paid to detail, particularly in its referencing of the literature. The book has a wonderful blend of theory and code (MATLAB®) so will be useful both to nonexperts and to experts in the field.” — Alan Laub, Professor, University of California, Los Angeles The only book devoted exclusively to matrix functions, this research monograph gives a thorough treatment of the theory of matrix functions and the numerical methods for computing them. The author’s elegant presentation focuses on the equivalent definitions of f(A) via the Jordan canonical form, polynomial interpolation, and the Cauchy integral formula, and features an emphasis on results of practical interest and an extensive collection of problems and solutions. Functions of Matrices: Theory and Computation is more than just a monograph on matrix functions; its wide-ranging content makes it useful as a general reference in numerical linear algebra. April 2008 · xx + 433 pages · Hardcover · ISBN 978-0-898716-46-7 List Price $59.00 · SIAM Member Price $41.30 · Order Code OT104 SIAM BOOKS