By Wolfgang Hackbusch

ISBN-10: 3662473232

ISBN-13: 9783662473238

This self-contained monograph provides matrix algorithms and their research. the hot method allows not just the answer of linear structures but additionally the approximation of matrix features, e.g., the matrix exponential. different functions contain the answer of matrix equations, e.g., the Lyapunov or Riccati equation. the necessary mathematical heritage are available within the appendix.

The numerical remedy of totally populated large-scale matrices is generally fairly expensive. even though, the means of hierarchical matrices makes it attainable to shop matrices and to accomplish matrix operations nearly with nearly linear expense and a controllable measure of approximation blunders. For vital sessions of matrices, the computational fee raises basically logarithmically with the approximation blunders. The operations supplied contain the matrix inversion and LU decomposition.

Since large-scale linear algebra difficulties are general in clinical computing, the topic of hierarchical matrices is of curiosity to scientists in computational arithmetic, physics, chemistry and engineering.

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