Numerical Linear Algebra and Optimization by Philip E. Gill, ... - 9781611976564

Numerical Linear Algebra and OptimizationAuthor(s): Philip E. Gill, Walter Murray, Margaret H. Wright\nFormat: Paperback\nPublisher: Society for Industrial & Applied Mathematics,U.S., United States\nImprint: Society for Industrial & Applied Mathematics,U.S.\nISBN-13: 9781611976564, 978-1611976564\nSynopsis\nNumerical Linear Algebra and Optimization covers the fundamentals of closely related topics: linear systems (linear equations and least-squares) and linear programming (optimizing a linear function subject to linear constraints). For each problem class, stable and efficient numerical algorithms intended for a finite-precision environment are derived and analyzed. In 1991, when the book first appeared, these topics were rarely taught with a unified perspective, and, somewhat surprisingly, this remains true almost 30 years later. As a result, some of the material in this book can be difficult to find elsewherein particular, techniques for updating the LU factorization, descr.