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BestsellerE-book
Author Gustafson, Karl E.

Title Antieigenvalue Analysis : With Applications to Numerical Analysis, Wavelets, Statistics, Quantum Mechanics, Finance and Optimization.

Publication Info. Singapore : World Scientific, 2011.

Item Status

Description 1 online resource (259 pages)
text file
Contents Preface; Contents; 1. Introduction; Perspective; 1.1 A Recent Referee Speaks; 1.2 The Original Motivation; 1.3 The Essential Entities; 1.4 Simple Examples and a Picture; 1.5 Applications to-Date; 1.6 Organization of this Book; Commentary; 1.7 Exercises; 2. The Original Motivation: Operator Semigroups; Perspective; 2.1 Abstract Initial Value Problems; 2.2 The Hille-Yosida-Phillips-Lumer Theorem; 2.3 The Rellich-Kato-Nelson-Gustafson Theorem; 2.4 The Multiplicative Perturbation Theorem; 2.5 When are Positive Operator Products Positive?; 2.6 Nonnegative Contraction Semigroups; Commentary.
2.7 Exercises3. The Essentials of Antieigenvalue Theory; Perspective; 3.1 Convexity Properties of Norm Geometry; 3.2 The Min-Max Theorem; 3.3 The Euler Equation; 3.4 Higher Antieigenvalues and Antieigenvectors; 3.5 The Triangle Inequality; 3.6 Extended Operator Trigonometry; Commentary; 3.7 Exercises; 4. Applications in Numerical Analysis; Perspective; 4.1 Gradient Descent: Kantorovich Bound is Trigonometric; 4.2 Minimum Residual Ax = b Solvers; 4.3 Richardson Relaxation Schemes (e.g. SOR); 4.4 Very Rich Trigonometry Underlies ADI; 4.5 Domain Decomposition Multilevel Schemes.
4.6 Preconditioning and Condition NumbersCommentary; 4.7 Exercises; 5. Applications in Wavelets, Control, Scattering; Perspective; 5.1 The Time Operator of Wavelets; 5.2 Frame Operator Trigonometry; 5.3 Wavelet Reconstruction is Trigonometric; 5.4 New Basis Trigonometry; 5.5 Trigonometry of Lyapunov Stability; 5.6 Multiplicative Perturbation and Irreversibility; Commentary; 5.7 Exercises; 6. The Trigonometry of Matrix Statistics; Perspective; 6.1 Statistical Efficiency; 6.2 The Euler Equation versus the Inefficiency Equation; 6.3 Canonical Correlations and Rayleigh Quotients.
6.4 Other Statistics Inequalities6.5 Prediction Theory: Association Measures; 6.6 Antieigenmatrices; Commentary; 6.7 Exercises; 7. Quantum Trigonometry; Perspective; 7.1 Bell-Wigner-CHSH Inequalities; 7.2 Trigonometric Quantum Spin Identities; 7.3 Quantum Computing: Phase Issues; 7.4 Penrose Twistors; 7.5 Elementary Particles; 7.6 Trigonometry of Quantum States; Commentary; 7.7 Exercises; 8. Financial Instruments; Perspective; 8.1 Some Remarks on Mathematical Finance; 8.2 Quantos: Currency Options; 8.3 Multi-Asset Pricing: Spread Options; 8.4 Portfolio Rebalancing.
Summary Karl Gustafson is the creater of the theory of antieigenvalue analysis. Its applications spread through fields as diverse as numerical analysis, wavelets, statistics, quantum mechanics, and finance. Antieigenvalue analysis, with its operator trigonometry, is a unifying language which enables new and deeper geometrical understanding of essentially every result in operator theory and matrix theory, together with their applications. This book will open up its methods to a wide range of specialists.
Bibliography Includes bibliographical references and index.
Local Note eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America
Subject Mathematical analysis.
Mathematical analysis.
Trigonometrical functions.
Trigonometrical functions.
Genre/Form Electronic books.
Electronic books.
Other Form: Print version: Gustafson, Karl E. Antieigenvalue Analysis : With Applications to Numerical Analysis, Wavelets, Statistics, Quantum Mechanics, Finance and Optimization. Singapore : World Scientific, ©2011 9789814366281
ISBN 9789814366298 (electronic book)
9814366293 (electronic book)
1280669667
9781280669668
9814366285
9789814366281