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.

Note: This course has not been taught since Fall 2021 and will not be taught during the academic year 2023-2024.