Golub G.H., Van Loan C.F. Matrix Computations

Johns Hopkins University Press, 1996. — 728 Pages.A wealth of material, some old and classical, some new and still subject to debate. It will be a valuable reference source for workers in numerical linear algebra as well as a challenge to students. In purely academic terms the reader with an interest in matrix computations will find this book to be a mine of insight and information, and a provocation to thought; the annotated bibliographies are helpful to those wishing to explore further. One could not ask for more, and the book should be considered a resounding success.The authors have rewritten and clarified many of the proofs and derivations from the first edition. They have also added new topics such as Arnoldi iteration, domain decomposition methods, and hyperbolic downdating. Clearly the second edition is an invaluable reference book that should be in every university library. With the new proofs and derivations, it should remain the text of choice for graduate courses in matrix computations.