Numerical Linear Algebra

Basic information

Workload: 

60 hours

Prerequisite: 

Programming Languages, Linear Algebra.

Syllabus: 

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

Bibliography

Mandatory: 

•    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

Complementary: 

•    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