This book is a comprehensive survey of matrix perturbation theory, a topic of interest to numerical analysts, statisticians, physical scientists, and engineers. In particular, the authors cover perturbation theory of linear systems and least square problems, the eignevalue problem, and the generaliz[...]
In the 1820s Gauss published two memoirs on least squares, which contain his final, definitive treatment of the area along with a wealth of material on probability, statistics, numerical analysis, and geodesy. These memoirs, originally published in Latin with German Notices, have been inaccessible t[...]
This thorough, concise, and superbly written volume is the first in a self-contained five-volume series devoted to matrix algorithms. It focuses on the computation of matrix decompositions - the factorization of matrices into products of similar ones. The first two chapters provide the required back[...]