Numerical Analysis: Numerical Linear Algebra

<p>The course gives an introduction to numerical linear algebra, including numerical methods and principles for solving fundamental problems in linear algebra. The course prepares for further studies in numerical analysis, statistics, computer science and image analysis.</p><p>The course covers:</p> <ul> <li>Direct and/or iterative solution methods for various linear algebra problems such as linear systems of equations, eigenvalue problems and the least-squares method,</li> <li> Matrix and vector norms, orthogonalisation, projection, matrix factorisations, direct and iterative solvers, condition numbers, stability of a method, complexity of an algorithm,</li> <li> Applying these concepts to construct numerical methods and solve problems in linear algebra,</li> <li> The significance of important matrix classes in numerical linear algebra.</li> </ul>