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F'undam€ntals of Algorithms
Editor-in-Chief: Nicholas J. Higham, University of Manchester
The SIAM series on Fundamentals of Algorithms is a collection of short user-oriented books on state-of-the•
art numerical methods. Written by experts, the books provide readers with sufficient knowledge to choose an
appropriate method for an application and to understand the method's strengths and limitations. The books
cover a range of topics drawn from numerical analysis and puting. The intended audiences are
researchers and practitioners using the methods and upper level undergraduates in mathematics,
engineering, putational science.
Books in this series not only provide the mathematical background for a method or class of methods used in
solving a specific problem but also explain how the method can be developed into an algorithm and
translated into software. The books describe the range of applicability of a method and give guidance on
troubleshooting solvers and interpreting results. The theory is presented at a level accessible to the practi•
tioner. MATLAB® software is the preferred language for codes presented since it can be used across a wide
variety of platforms and is an excellent environment for prototyping, testing, and problem solving.
The series is intended to provide guides to numerical algorithms that are readily accessible, contain practical
advice not easily found elsewhere, and include understandable codes that implement the algorithms.
Editorial Board
Peter Ben ner Dianne P. O'Leary
Technische Universitat Chemnitz University of Maryland
John R. Gilbert Robert D. Russell
University of California, Santa Barbara Simon Fraser University
Michael T. Heath Robert D. Skeel
University of Illinois-Urbana-Champaign Purdue University
C. T. Kelley Dan ny Sorensen
North Carolina State University Rice University
Cleve Moler Andrew J. Wathen
The MathWorks Oxford University
James G. Na