Condition : the geometry of numerical algorithms / Peter Bürgisser, Felipe Cucker
Type de document : Livre numériqueCollection : Grundlehren der mathematischen wissenschaften, 349Langue : anglais.Éditeur : Berlin : Springer, 2013ISBN: 9783642388965.ISSN: 0072-7830.Sujet MSC : 65F35, Numerical linear algebra, Numerical computation of matrix norms, conditioning, scaling65K05, Numerical analysis, Numerical mathematical programming methods
15A12, Basic linear algebra, Conditioning of matrices
65F10, Numerical linear algebra, Iterative numerical methods for linear systems
65H10, Numerical analysis - Nonlinear algebraic or transcendental equations, Numerical computation of solutions to systems of equationsEn-ligne : Springerlink | Zentralblatt | MathSciNet
In the book, a unified view on the condition of problems is given. The book consists of three parts: condition in linear algebra, condition in linear optimization, and condition in polynomial equation solving. Part I starts with a short course on the condition of linear equation solving and probability theory. Then, for example, an error analysis of triangular linear systems and a probabilistic analysis of systems with a rectangular matrix are given. The role of condition numbers in iterative algorithms is discussed. Methods for solving optimization problems (ellipsoid method, interior-point methods) are explained and analysed in Part II. In the third part, a geometric framework for condition numbers is given. Newton’s method, Smale’s 17th problem, and real polynomial systems are investigated. (Zentralblatt)
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