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Book

  • 迭代方法和预处理技术(上,下),谷同祥等,科学出版社,2015
  • 矩阵计算六讲,徐树方,高等教育出版社,2011
  • 控制论中的矩阵计算,徐树方,高等教育出版社,2011
  • 矩阵计算,蒋尔雄,科学出版社,2008
  • 数值线性代数,L.N. Trefethen 等著,陆金甫等译,人民邮电出版社,2006(英文版1997年)
  • 矩阵分析,R.A. Horn 等著,杨奇译,机械工业出版社,2005 (英文版1985年)
  • 矩阵计算 (第三版),G. Golub等著,袁亚湘等译,科学出版社,2001(英文版1996年)
  • 矩阵扰动分析(第二版),孙继广,科学出版社,2001
  • 数值线性代数,曹志浩,复旦大学出版社,1996
  • 矩阵计算的理论与方法,徐树方,北京大学出版社,1995.
  • 线性代数方程组的迭代解法,胡家赣,科学出版社,1991

Numerical Linear Algebra
  • Matrix Computations (4th), G. Golub and C.F. van Loan, Johns Hopkins University Press, 2013
  • Applied Numerical Linear Algebra, J. Demmel, SIAM, 1997
  • Numerical Linear Algebra, L.N. Trefethen and D. Bau, SIAM, 1997
  • Numerical methods in Matrix Computations, A. Bjork, Springer, 2015
  • Numerical Linear Algebra and Applications (2nd), B.N. Datta, SIAM, 2010
  • Fundamentals of Matrix Computations (2nd), D.S. Watkins, John Wiley & Sons, 2002

Iterative Methods
  • Iterative Methods for Sparse Linear Systems (2nd), Y. Saad, SIAM, 2003
  • Iterative Methods for Solving Linear Systems, A. Greenbaum, SIAM, 1997
  • Preconditioning and the Conjugate Gradient Method in the Context of Solving PDEs, J. Malek and Z. Strakos, SIAM, 2015
  • Finite Elements and Fast Iterative Solvers (2nd), H. C. Elman, D. J. Silvester and A. J. Wathen, Oxford, 2014
  • Krylov Subspace Methods: Principles and Analysis, J. Liesen and Z. Strakos, Oxford, 2013
  • An Introduction to Iterative Toeplitz Solvers, R. H. Chan and X. Q. Jin, SIAM, 2007
  • The Lanczos and CG Algorithms - From Theory to Finite Precision Computations, G. Meurant, SIAM, 2006
  • Matrix Preconditioning Techniques and Applications, K. Chen, Cambridge University Press, 2005
  • Iterative Krylov Methods for Large Linear Systems, H.A. van der Vorst, Cambridge University Press, 2003
  • Templates for the Solution of Linear Systems: Building Blocks for Iterative Methods, R. Barrett, et.al, SIAM, 1994
  • Iterative Solution Methods, O. Axelsson, Cambridge University Press, 1994
  • Iterative Solution of Large Sparse Systems of Equations, W. Hackbush, Springer, 1994
  • Iterative Solution of Large Linear Systems, D.M. Young, Academic Press, 1971
  • Matrix Iterative Analysis, R.S. Varga, Springer, 1962 & 2000 (2nd edition)

Direct methods
  • Algorithms for Sparse Linear Systems, J. Scott and M. Tuma, Birkhauser, 2023 (open access)
  • Direct Methods for Sparse Matrices, 2nd edition, I. S. Duff , A. M. Erisman and J. K. Reid, Oxford, 2017
  • Direct Methods for Sparse Linear Systems, T. A. Davis, SIAM, 2006

Eigenvalues
  • Numerical Methods For Large Eigenvalue Problems, 2nd edition, Y. Saad, SIAM, 2011
  • The Symmetric Eigenvalue Problem, B. N. Parlett, SIAM, 1998 (first version, 1980)
  • Templates for the Solution of Algebraic Eigenvalue Problems - A Practical Guide, Z. Bai, et.al., SIAM, 2000
  • Lecture Notes on Solving Large Scale Eigenvalue Problems, P. Arbenz, 2016
  • The Matrix Eigenvalue Problem, GR and Krylov Subspace Methods, D. S. Watkins, SIAM,2007
  • Numerical Methods for General and Structured Eigenvalue Problems, D. Kressner, Springer, 2005
  • Matrix Algorithms, Volume II: Eigensystems , G. W. Stewart, SIAM, 2001
  • Computational Methods for Large Eigenvalue Problems, H. A. van der Vorst, Lecture notes, 2000
  • The Algebraic Eigenvalue Problem, J. H. Wilkinson, 1965 (中文翻译:代数特征值问题, 石钟慈等译, 2001)

Matrix Theory and Linear Algebra
  • Matrix Analysis (2nd), R.A. Horn and C.R. Johnson, Cambridge University Press, 2013
  • Topics in Matrix Analysis, R.A. Horn and C.R. Johnson, Cambridge University Press, 1991
  • Nonnegative Matrices In The Mathematical Sciences, A. Berman and R. J. Plemmons, SIAM, 1994
  • A Second Course in Linear Algebra, S.R. Garcia and R.A. Horn, Cambridge University Press, 2017
  • Introduction to Applied Linear Algebra -- Vectors, Matrices, and Least Squares, S. Boyd and L. Vandenberghe, Cambridge University Press, 2018 (最小二乘问题及其在数据分析、图像处理中的应用)
  • Practical Linear Algebra -- A Geometry Toolbox, G.E. Farin and D. Hansford, CRC Press, 2014 (适合初学者,注重知识点的来龙去脉和几何意义,有大量图示和应用案例,很形象)
  • Matrix Perturbation Theory, G.W. Stewart and J.-G. Sun, Academic Press, 1990
  • Functions of Matrices - Theory and Computation, Nicholas J. Higham, SIAM, 2008

Other Topics
  • The Concept of Stability in Numerical Mathematics, W. Hackbusch, Springer, 2014
  • Accuarcy and Stability of Numerical Algorithms (2nd), N.J. Higham, SIAM, 2002
  • Numerical Solution of Algebraic Riccati Equations, D. A. Bini, B. Iannazzo and B. Meini, SIAM, 2012
  • Numerical Methods for Least Squares Problems, A. Bjorck, SIAM, 1996
  • Iterative Solutions of Nonlinear Equations in Serveral Variables, J.M. Ortega and W.C. Rheinboldt, Academic Press, 1970

Numerical Methors for PDE
  • A Multigrid Tutorial (2nd), W. L. Briggs, V. E. Henson and S. F. McCormick, SIAM, 2000
  • The Mathematical Theory of Finite Element Methods (3rd), S. C. Brenner and L. R. Scott, Springer, 2008
  • Spectral Methods - Algorithms, Analysis and Applications, Jie Shen, Tao Tang and Li-Lian Wang, Springer, 2011
  • The Finite Element Method Theory, Implementation, and Applications, M. G. Larson and F. Bengzon, Springer, 2013

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