Applied Numerical Linear Algebra
An introduction to numerical linear algebra. Possible topics include: applied canonical forms, matrix factorizations, perturbation theory, systems of linear equations, linear least squares, singular value decomposition, algebraic eigenvalue problems, matrix functions, and the use of computational software.
Scientific Computing: An Introductory Survey, Heath, McGraw-Hill, 2nd edition, 2002.
- Scientific Computing
- Systems of Linear Systems
- Linear Least Squares
- Eigenvalue Problems
- Topics from Nonlinear Equations, Optimization, and Fast Fourier Transform as time permits.
The emphasis of this undergraduate course is on basic algorithms of numerical linear algebra and their implementations. A more advanced treatment of the topics is given in the graduate course MATH 782.
(Xu 2010 )