Book
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迭代方法和预处理技术(上,下),谷同祥等,科学出版社,2015
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矩阵计算六讲,徐树方,高等教育出版社,2011
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控制论中的矩阵计算,徐树方,高等教育出版社,2011
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矩阵计算,蒋尔雄,科学出版社,2008
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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)
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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)
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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)
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矩阵扰动分析(第二版),孙继广,科学出版社,2001
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数值线性代数,曹志浩,复旦大学出版社,1996
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矩阵计算的理论与方法,徐树方,北京大学出版社,1995.
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线性代数方程组的迭代解法,胡家赣,科学出版社,1991
Numerical Linear Algebra
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Matrix Computations (4th),
G. Golub and C.F. van Loan, Johns Hopkins University Press, 2013
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Applied Numerical Linear Algebra,
J. Demmel, SIAM, 1997
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Numerical Linear Algebra, L.N. Trefethen and D. Bau, SIAM, 1997
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Numerical methods in Matrix Computations,
A. Bjork, Springer, 2015
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Numerical Linear Algebra and Applications (2nd),
B.N. Datta, SIAM, 2010
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Fundamentals of Matrix Computations (2nd),
D.S. Watkins, John Wiley & Sons, 2002
Iterative Methods
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Iterative Methods for Sparse Linear Systems (2nd),
Y. Saad, SIAM, 2003
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Iterative Methods for Solving Linear Systems,
A. Greenbaum, SIAM, 1997
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Preconditioning and the Conjugate Gradient Method in the Context of Solving PDEs,
J. Malek and Z. Strakos, SIAM, 2015
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Finite Elements and Fast Iterative Solvers
(2nd),
H. C. Elman, D. J. Silvester and A. J. Wathen, Oxford, 2014
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Krylov Subspace Methods: Principles and Analysis,
J. Liesen and Z. Strakos, Oxford, 2013
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An Introduction to Iterative Toeplitz Solvers,
R. H. Chan and X. Q. Jin, SIAM, 2007
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The Lanczos and CG Algorithms - From Theory to Finite Precision Computations,
G. Meurant, SIAM, 2006
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Matrix Preconditioning Techniques and Applications,
K. Chen, Cambridge University Press, 2005
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Iterative Krylov Methods for Large Linear Systems,
H.A. van der Vorst, Cambridge University Press, 2003
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Templates for the Solution of Linear Systems: Building Blocks for Iterative Methods,
R. Barrett, et.al, SIAM, 1994
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Iterative Solution Methods, O. Axelsson, Cambridge University Press, 1994
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Iterative Solution of Large Sparse Systems of Equations,
W. Hackbush, Springer, 1994
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Iterative Solution of Large Linear Systems,
D.M. Young, Academic Press, 1971
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Matrix Iterative Analysis,
R.S. Varga, Springer, 1962 & 2000 (2nd edition)
Direct methods
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Algorithms for Sparse Linear Systems,
J. Scott and M. Tuma, Birkhauser, 2023 (open access)
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Direct Methods for Sparse Matrices, 2nd edition,
I. S. Duff , A. M. Erisman and J. K. Reid, Oxford, 2017
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Direct Methods for Sparse Linear Systems,
T. A. Davis, SIAM, 2006
Eigenvalues
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Numerical Methods For Large Eigenvalue Problems, 2nd edition,
Y. Saad, SIAM, 2011
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The Symmetric Eigenvalue Problem,
B. N. Parlett, SIAM, 1998 (first version, 1980)
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Templates for the Solution of Algebraic Eigenvalue Problems - A Practical Guide,
Z. Bai, et.al., SIAM, 2000
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Lecture Notes on Solving Large Scale Eigenvalue Problems,
P. Arbenz, 2016
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The Matrix Eigenvalue Problem, GR and Krylov Subspace Methods,
D. S. Watkins, SIAM,2007
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Numerical Methods for General and Structured Eigenvalue Problems,
D. Kressner, Springer, 2005
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Matrix Algorithms, Volume II: Eigensystems ,
G. W. Stewart, SIAM, 2001
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Computational Methods for Large Eigenvalue Problems,
H. A. van der Vorst, Lecture notes, 2000
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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
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Matrix Analysis (2nd),
R.A. Horn and C.R. Johnson, Cambridge University Press, 2013
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Topics in Matrix Analysis,
R.A. Horn and C.R. Johnson, Cambridge University Press, 1991
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Nonnegative Matrices In The Mathematical Sciences,
A. Berman and R. J. Plemmons, SIAM, 1994
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A Second Course in Linear Algebra,
S.R. Garcia and R.A. Horn, Cambridge University Press, 2017
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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)
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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)
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Matrix Perturbation Theory,
G.W. Stewart and J.-G. Sun, Academic Press, 1990
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Functions of Matrices - Theory and Computation,
Nicholas J. Higham, SIAM, 2008
Other Topics
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The Concept of Stability in Numerical Mathematics,
W. Hackbusch, Springer, 2014
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Accuarcy and Stability of Numerical Algorithms (2nd),
N.J. Higham, SIAM, 2002
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Numerical Solution of Algebraic Riccati Equations,
D. A. Bini, B. Iannazzo and B. Meini, SIAM, 2012
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Numerical Methods for Least Squares Problems,
A. Bjorck, SIAM, 1996
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Iterative Solutions of Nonlinear Equations in Serveral Variables,
J.M. Ortega and W.C. Rheinboldt, Academic Press, 1970
Numerical Methors for PDE
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A Multigrid Tutorial (2nd),
W. L. Briggs, V. E. Henson and S. F. McCormick, SIAM, 2000
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The Mathematical Theory of Finite Element Methods (3rd),
S. C. Brenner and L. R. Scott, Springer, 2008
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Spectral Methods - Algorithms, Analysis and Applications,
Jie Shen, Tao Tang and Li-Lian Wang, Springer, 2011
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The Finite Element Method Theory, Implementation, and Applications,
M. G. Larson and F. Bengzon, Springer, 2013
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