Numerical Linear Algebra

By David Bau, III

Numerical Linear Algebra

Presented in the form of 40 lectures, this concise, insightful text includes important topics such as iterative methods for systems of equations and eigenvalue problems and the underlying principles of conditioning and stability.

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Table of Contents

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Numerical Linear Algebra

Notes

Part I: Fundamentals

Part II: QR Factorization and Least Squares

Part III: Conditioning and Stability

Part IV: Systems of Equations

Part V: Eigenvalues

Part VI: Iterative Methods

Lecture 32: Overview of Iterative Methods

Lecture 33: The Arnoldi Iteration

Lecture 34: How Arnoldi Locates Eigenvalues

Lecture 35: GMRES

Lecture 36: The Lanczos Iteration

Lecture 37: From Lanczos to Gauss Quadrature

Lecture 38: Conjugate Gradients

Lecture 39: Biorthogonalization Methods

Lecture 40: Preconditioning

Bibliography

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