The image of the unit sphere under any m x n matrix is a hyperellipse. (Image by Dr. Per-Olof Persson.)
This course offers an advanced introduction to numerical linear algebra. Topics include direct and iterative methods for linear systems, eigenvalue decompositions and QR/SVD factorizations, stability and accuracy of numerical algorithms, the IEEE floating point standard, sparse and structured matrices, preconditioning, linear algebra software. Problem sets require some knowledge of MATLAB®.
Special software is required to use some of the files in this course: .m.