Numerical Linear Algebra

Basic information


60 hours


Programming Languages, Linear Algebra.


Spaces with internal product, standards and distance functions. Numerical arithmetic. Direct and iterative methods for solving linear systems., Least Squares, Calculation of eigenvalues and eigenvectors of matrices; LU decomposition, Cholesky, QR and SVD decompositions.


Teaching Plan



•    Strang, G. Linear Algebra and Its Applications. Brooks and Cole;
•    Poole, David. Linear Algebra, Thomson, 2004;
•    L. N. Trefethen and D. Bau III, Numerical Linear Algebra, SIAM, 1997


•    Golub, G. H. & Ortega, J. M. Scientific Computing and Differential Equations: An Introduction to Numerical Methods. Academic Press, 1991.
•    Amy N. Langville & Carl D. Meyer. Google's PageRank and Beyond: The Science of Search Engine Rankings. Princeton;
•    Miranda, Mario J. Applied computational economics and finance. MIT Press, 2002.
•    Judd, Kenneth L. Numerical methods in economics. MIT Press, 1998.
•    Datta, Biswa Nath. Numerical linear algebra and applications. SIAM, 2010