Numerical Linear Algebra and Applications

Biswa Nath Datta · 2010

1. A Review of Some Required Concepts from Core Linear Algebra. 2. Floating Point Numbers and Errors in Computations. 3. Stability of Algorithms and Conditioning of Problems. 4. Numerically Effective Algorithms and Mathematical Software. 5. Some Useful Transformations in Numerical Linear Algebra and Their Applications. 6. Numerical Solutions of Linear Systems. 7. Least Squares Solutions to Linear Systems. 8. Numerical Matrix Eigenvalue Problems. 9. The Generalized Eigenvalue Problem. 10. The Singular Value Decomposition (SVD). 11. A Taste of Round-Off Error Analysis. Appendix A: A Brief Introduction to MATLAB. Appendix B: MATLAB and Selected MATLAB Programs.

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