ABSTRACT
So far, I have not said anything about how to perform matrix calculations on a computer. Finding the inverse of a matrix, or finding its eigenvalues, requires computer code that is not easy to write. I strongly recommend the book by Press et al., Numerical Recipes in Fortran, which provides Fortran programs that perform a wide variety of calculations. (There is also a similar volume that provides C programs that do the same things.) Their discussion of numerical methods is invaluable. Finding efficient numerical methods that are also numerically stable is a subject that is beyond the scope of this book, but its importance should not be minimized. Press et al. provide clear explanations of the methods for performing the different kinds of calculations and also listings of Fortran or C programs that do these calculations.
