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The Intrinsic Nature of Things
This book recounts the extraordinary personal journey and scientific story of Hungarian-born mathematician and physicist Cornelius Lanczos. His life and his mathematical accomplishments are inextricably linked, reflecting the social upheavals and historical events that shaped his odyssey in 20th-century Hungary, Germany, the United States, and Ireland. In his life Lanczos demonstrated a remarkable ability to be at the right place, or work with the right person, at the right time. At the start of his scientific career in Germany he worked as Einstein's assistant for one year and stayed in touch with him for years thereafter. Reacting to anti-Semitism in Germany in the 1930s, he moved to the U...
Applied Analysis
Classic work on analysis and design of finite processes for approximating solutions of analytical problems. Features algebraic equations, matrices, harmonic analysis, quadrature methods, and much more.
Linear Differential Operators
Originally published in 1961, this Classics edition continues to be appealing because it describes a large number of techniques still useful today. Although the primary focus is on the analytical theory, concrete cases are cited to forge the link between theory and practice. Considerable manipulative skill in the practice of differential equations is to be developed by solving the 350 problems in the text. The problems are intended as stimulating corollaries linking theory with application and providing the reader with the foundation for tackling more difficult problems. Lanczos begins with three introductory chapters that explore some of the technical tools needed later in the book, and the...
The Lanczos Method
A valuable reference on the Lanczos method for graduate numerical analysts and engineers.
Discourse on Fourier Series
Originally published in 1966, this well-written and still-cited text covers Fourier analysis, a foundation of science and engineering. Many modern textbooks are filled with specialized terms and equations that may be confusing, but this book uses a friendly, conversational tone to clarify the material and engage the reader. The author meticulously develops the topic and uses 161 problems integrated into the text to walk the student down the simplest path to a solution. Intended for students of engineering, physics, and mathematics at both advanced undergraduate and graduate levels.
The Lanczos and Conjugate Gradient Algorithms
The Lanczos and conjugate gradient (CG) algorithms are fascinating numerical algorithms. This book presents the most comprehensive discussion to date of the use of these methods for computing eigenvalues and solving linear systems in both exact and floating point arithmetic. The author synthesizes the research done over the past 30 years, describing and explaining the "average" behavior of these methods and providing new insight into their properties in finite precision. Many examples are given that show significant results obtained by researchers in the field. The author emphasizes how both algorithms can be used efficiently in finite precision arithmetic, regardless of the growth of rounding errors that occurs. He details the mathematical properties of both algorithms and demonstrates how the CG algorithm is derived from the Lanczos algorithm. Loss of orthogonality involved with using the Lanczos algorithm, ways to improve the maximum attainable accuracy of CG computations, and what modifications need to be made when the CG method is used with a preconditioner are addressed.
A Journey through the History of Numerical Linear Algebra
This expansive volume describes the history of numerical methods proposed for solving linear algebra problems, from antiquity to the present day. The authors focus on methods for linear systems of equations and eigenvalue problems and describe the interplay between numerical methods and the computing tools available at the time. The second part of the book consists of 78 biographies of important contributors to the field. A Journey through the History of Numerical Linear Algebra will be of special interest to applied mathematicians, especially researchers in numerical linear algebra, people involved in scientific computing, and historians of mathematics.
