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Notes on Numerical Linear Algebra
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Notes on Numerical Linear Algebra
by George Benthien
2006
Number of pages: 72
Description:
Tutorial describing many of the standard numerical methods used in Linear Algebra. Topics include Gaussian Elimination, LU and QR Factorizations, The Singular Value Decomposition, Eigenvalues and Eigenvectors via the QR Method with Shifts or the Divide-and-Conquer Method, and the Conjugate Gradient and Lanczos Iterative Methods.