Numerical 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.

#### Basic Information

Workload

60 hours

Requirements

Programming Languages, Linear Algebra

**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