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找了半天的免费资源，共享给大家学习用吧！Johns Hopkins Studies in the Mathematical Sciencesin association with the Department of Mathematical sciencesThe Johns Hopkins UniversityMatrix ComputationsTHIRD EDITIONGene h. GolubDepartment of computer ScienceStanford UniversityCharles f van LoanDepartment of computer ScienceCornell universitThe Johns Hopkins University PressBaltimore and london91983, 1989, 1996 The Johns Hopkins University PressAll rights reserved. Published 1996Printed in the United States of America on acid-free paper0040302010099895432First edition 1983Second edition 1989Third edition 1996The Johns Hopkins University Press2715 North Charles streetBaltimore, Maryland 21218-4319The Johns Hopkins press Ltd LondonLibrary of Congress Cataloging-in Publication Data will he foundat the end of this hookA catalog record for this book is available from the British libraryISBN080185413-xISBN08018-5414-8(pb)k)DEDICATED TOALSTON S HOUSEHOLDERANDJAMES H. WILKINSONContentsPreface to the Third EditionSoftware xiiiSelected References xVMatrix Multiplication Problems1. I Basic Algorithms and Notation 21.2 Exploiting Structure 1613Block Matrices and Algorithms 24t,4 vectorization and Re-Use issues2Matrix Analysis482.1 Basic Ideas from Linear AlgebraVector norms5223Matrix norms 542. 4 Finite Precision Matrix Computations 5925Orthogonality and the SvD 692.6 Projections and the CS decomposition2.7 The Sensitivity of Square Linear Systems 803General Linear ystems873.1 Triangular Systems 8832The Lu factorization9433Roundoff Analysis of Gaussian Elimination 1043,4Pivoting 1093.5 Improving and Estimating Accuracy 1234Special Linear Systems1334.1 The LDMT and LDLT Factorizations 1354.2Positive Definite Systems 1404.3Banded Systems王5244Symmetric Indefinite Systems 16145Block Systems 1744.6Vandermonde Systems and the FFt 1834.7 Toeplitz and Reiated Systems 1935Orthogonalization and Least Squares2065.上Householder and Givens Matrices 20852The QR Factorization 22353The Full Rank Ls Problem 2365,4Other Orthogonal Factorizations55The Rank Deficient LS Problem2565.6Weighting and Iterative Improvement 2645.7 Square and Underdetermined Systems 2706Parallel Matrix Computations2756.1Basic Concepts 27662Matrix Multiplication 29263Factorizations 3007 The Unsymmetric Eigenvalue Problem3087.1Properties and Decompositions 3107.2 Perturbation Theory 320Power iterations7. 4 The Hessenberg and Real Schur Forms 347.5 The Practical QR Algorithm 35276Invariant Subspace Computations 3627. The QZ Method for Ax =A Bx 375The Symmetric Eigenvalue Problem3918.1 Properties and Decompositions 39382Power Iterations 4058. 3 The Symmetric QR Algorithm 4148.4Jacobi methods 4268.5 Tridiagonal Method4398.6 Computing the SVD 4488.7 Some Generalized Eigenvalue Problems 4619Lanczos methods470.1 Derivation and Convergence Properties 4719.2 Practical Lanczos Procedures 4799.3 Applications to Ar b and Least Squares 4909.4 Arnoldi and unsymmetric Lanczos 410 Iterative Methods for Linear Systems50810.1 The Standard Iterations 50910.2 The Conjugate Gradient Method 52010.3 Preconditioned Conjugate Gradients 53210.4 Other Krylov Subspace Methods 54411 Functions of matrices5551.1 Eigenvalue Methods 556Approximation Methods 56211. 3 The Matrix Exponential 57212s1pecial Topics57912.1 Constrained Least Squares 58012.2 Subset Selection Using the SVD 59012.3 Total Least Squares 59512.4 Computing Subspaces with the SvD12.5 Updating Matrix Factorizations60612.6 Modified/Structured Eigenproblems 621Bibliography637Index68了
