Content: Course will cover fundamental parts of numerical linear algebra including matrix factorizations, solution of linear systems and least-square problems, the calculation of eigenvalues and eigenvectors, and iterative methods for large-scale matrix problems. Issues pertaining to conditioning and numerical stability will be thoroughly analyzed. We will also point out and use links to other mathematical and computer science disciplines such as mathematical modelling, computer architectures and parallel computing. Particulars: Excellent background in linear algebra is assumed. Some knowledge of computer architectures, programming and elementary numerical analysis is highly desirable.
Textbook:
J. Demmel: Applied Numerical Linear Algebra. SIAM, Philadelphia, 1997.