MAE 290A Numerical Linear Algebra and ODE Simulation
π― Vandermonde matrices, matrix-vector multiplication, orthogonal vectors and matrices, norms, singular value decomposition (SVD), projectors, QR factorization, least squares problems, conditioning and condition numbers, floating point arithmetic, numerical stability, Gaussian elimination, pivoting, Choleski factorization, eigenvalue problems, eigenvalue algorithms, reduction to Hessenberg and tridiagonal forms, Rayleigh quotient and inverse iteration, QR algorithm, iterative methods, Arnoldi iteration, GMRES, Lanczos iteration, biorthogonalization methods, equilibrium and stiffness matrices, least squares for rectangular matrices, numerical differentiation using finite differences, numerical integration, and numerical solution of ordinary differential equations. π Numerical Linear Algebra, Lloyd N. Trefethen and David Bau III, SIAM, 1997; Computational Science and Engineering, Gilbert Strang, Wellesley-Cambridge Press, 2007.