ACM713 Numerical Linear Algebra

[3–0, 3 cr.]

Fundamentals of linear algebra, norms, singular value decomposition, projectors, QR factorization, Gram-Schmidt orthogonalization, Householder triangularization, conditioning, stability, conditioning of least squares problems, stability of least squares algorithms, Gaussian elimination, pivoting, stability of Gaussian elimination, Cholesky factorization, eigenvalue problems, reduction to Hessenberg or tridiagonal form, Rayleigh quotient, inverse iteration, QR algorithm with and without shifts.