Applied Linear Algebra - Math-505

Error analysis: Different types of errors including Absolute error and error bound formula.  Direct solution of linear equations: Elimination and Factorization method, Ill-conditioning,, Iterative refinement. Orthogonal Factorizations: Jacobi method, Gauss-Seidel method, SOR method, Conjugate Gradients method, Pre-conditioning, Chebyshev semi-iteration method. Matrix Eigenvalue Problems: Power method,  Inverse Power method, and Shifted Inverse Power method. Jacobi  method, Given's method, and Householder method. Sturm Sequence and QR method, LR method, Singular value decomposition. Approximation of function: Interpolation and Least squares approximation.

 

Recommended Book: Introduction to Numerical Linear Algebra using MATLAB by Rizwan Butt