Sparse and Parallel Matrix Computations.
STANFORD UNIV CALIF DEPT OF COMPUTER SCIENCE
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This thesis deals with four important matrix problems the application of many variants of the conjugate gradient method for solving matrix equations, the solution of lower and upper bounds guadratic programs associated with M-matrices, the construction of a Block Lanczos method for computing the greatest singular values of a matrix, and the computation of the singular value decomposition of a matrix on the ILLIAC-IV computer. Author
- Numerical Mathematics