Hessenberg and Tridiagonal Matrices

This is the only book devoted exclusively to Hessenberg and tridiagonal matrices. Hessenberg matrices are involved in Krylov methods for solving linear systems or computing eigenvalues and eigenvectors, in the QR algorithm for computing eigenvalues, and in many other areas of scientific computing (for instance, control theory). Matrices that are both upper and lower Hessenberg are tridiagonal. Their entries are zero except for the main diagonal and the subdiagonal and updiagonal next to it.

Hessenberg and Tridiagonal Matrices: Theory and Examples presents known and new results; describes the theoretical properties of the matrices, their determinants, LU factorizations, inverses, and eigenvalues; illustrates the theoretical properties with applications and examples as well as numerical experiments; and considers unitary Hessenberg matrices, inverse eigenvalue problems, and Toeplitz tridiagonal matrices.

Audience

This book is intended for applied mathematicians, especially those interested in numerical linear algebra, and it will also be of interest to physicists and engineers.