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

60 hours
Programming Languages, Linear Algebra


  • 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