Applied Mathematics Notebooks

📗   EN.553.480 Numerical Linear Algebra

  • Course Description: A course on computational linear algebra and applications. Topics include floating-point arithmetic algorithms and convergence Gaussian elimination for linear systems matrix decompositions (LU, Cholesky, QR) iterative methods for systems (Jacobi, Gauss Seidel) approximation of eigenvalues (power method, QR-algorithm) and also singular values and singular-value decomposition (SVD). Theoretical topics such as vector spaces, inner products norms, linear operators, matrix norms, eigenvalues and canonical forms of matrices (Jordan, Schur) are reviewed as needed.
  • Last Updated: December 6, 2024
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