Applied Numerical Linear Algebra
Jan. 2022 · Classics in Applied Mathematics Boek 87 · SIAM
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This book introduces numerical issues that arise in linear algebra and its applications. It touches on a wide range of techniques, including direct and iterative methods, orthogonal factorizations, least squares, eigenproblems, and nonlinear equations. Detailed explanations on a wide range of topics from condition numbers to singular value decomposition are provided, as well as material on nonlinear and linear systems.
Numerical examples, often based on discretizations of boundary-value problems, are used to illustrate concepts. Exercises with detailed solutions are provided at the end of the book, and supplementary material and updates are available online.
This Classics edition is appropriate for junior and senior undergraduate students and beginning graduate students in courses such as advanced numerical analysis, special topics on numerical analysis, topics on data science, topics on numerical optimization, and topics on approximation theory.
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