SE362. Numerical Linear Algebra
(3-1-0-0-4)
Computer arithmetic. Vector and matrix norms. Condition number of a matrix and its applications. Singular value decomposition of a matrix and its applications. Linear least-squares problem. Householder matrices and their applications. Numerical methods for matrix eigenvalue problem. Numerical methods for systems and control.
- REFERENCES:
- V. Sundarapandian, Applied Numerical Linear Algebra, Academic Press, 2002 (In Press).
- Gilbert W. Stewart, Introduction to Matrix Computations, Academic Press, 1973.
- Gene H. Golub and Charles F. Van Loan, Matrix Computations, 3rd edition, Johns Hopkins University Press, 1996.
- James W. Demmel, Applied Numerical Linear Algebra, SIAM Press, 1997.
- Concerned Department: Mathematics