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The Algebraic Eigenvalue Problem (Monographs on Numerical Analysis)
 
 
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The Algebraic Eigenvalue Problem (Monographs on Numerical Analysis) [Paperback]

the late J. H. Wilkinson (Author)
5.0 out of 5 stars  See all reviews (1 customer review)

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Book Description

0198534183 978-0198534181 April 21, 1988 1
This volume, which became a classic on first publication, is perhaps the most important and widely read book in the field of numerical analysis. It presents a distillation of the author's pioneering discoveries concerning the computation of matrix eigenvalues. The emphasis is on the transmission of knowledge rather than elaborate proofs. The book will be valued by all practicing numerical analysts, students and researchers in the field, engineers, and scientists.

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" . . . a classic . . . Questions of sensitivity, and the economy and stability of many numerical methods are treated in rigorous detail, but always in a manner accessible to engineers and scientists." --Quarterly of Applied Mathematics



Product Details

  • Paperback: 680 pages
  • Publisher: Oxford University Press, USA; 1 edition (April 21, 1988)
  • Language: English
  • ISBN-10: 0198534183
  • ISBN-13: 978-0198534181
  • Product Dimensions: 9.1 x 6.5 x 0.6 inches
  • Shipping Weight: 1.1 pounds (View shipping rates and policies)
  • Average Customer Review: 5.0 out of 5 stars  See all reviews (1 customer review)
  • Amazon Best Sellers Rank: #825,010 in Books (See Top 100 in Books)

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4 of 4 people found the following review helpful:
5.0 out of 5 stars Does Not Get Any Better Than This..., April 7, 2007
This review is from: The Algebraic Eigenvalue Problem (Monographs on Numerical Analysis) (Paperback)
This book is really something else.

I found it in my boss' collection, and my appreciation to his taste of books doubled instantly as I started going over the pages. I was aware of the book through Golub and Van Loan's endless citations to it (as AEP) whenever they reach a hard to prove theorem on eigenvalues.

Wilkinson presents hardcore material with clarity, I really appreciate the authorship. For those who share my background (electrical engineering), the authorship is similar to Gallager's "Information Theory and Reliable Communication", or Wozencraft's "Principles of Communication Engineering".

Wilkinson is surprising in this book however. Immediately, after hardcore numerical stability bound derivations, he starts giving practical examples, does not appear to talk down to the reader.

This book is a treasure. Wilkinson is my hero!

Very likely, the book by Parlett "Symmetric Eigenvalue Problem" will be a good companion. When someone borrows your AEP, you can continue learning from SEP.
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Inside This Book (learn more)
First Sentence:
IN THIS introductory chapter we shall give a brief account of the classical theory of canonical forms and of several other theoretical topics which will be required in the remainder of the book. Read the first page
Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
correctly rounded solution, stabilized elementary transformations, successive linear interpolation, deflated matrices, explicit polynomial form, linear elementary divisors, elementary unitary transformations, quadratic divisor, linear divisors, deflated matrix, elementary similarity transformations, low relative error, matrix squaring, rth step, auxiliary store, orthogonal triangularization, working accuracy, coincident eigenvalues, correct significant figures, iterated vectors, cubic convergence, triangular decomposition, pivotal rows, pivotal growth, equivalent perturbations
Key Phrases - Capitalized Phrases (CAPs): (learn more)
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