Numerical Linear Algebra: Theory and Applications

Numerical Linear Algebra combines a solid theoretical background in linear algebra with practical algorithms for numerical solution of linear algebra problems. Developed from a number of courses taught by the authors, the material covers topics like matrix algebra, theory for linear systems of equations, spectral theory, vector and matrix norms combined with main direct and iterative numerical methods, least squares problems, and eigenproblems. Perfect for a one- or two-semester course on numerical linear algebra, matrix computation, and large sparse matrices, this text will interest students at the advanced undergraduate or graduate level.

Numerical algorithms illustrated by computer programs written in MATLAB are provided as supplementary material to give the reader a better understanding of professional numerical software for the solution of real-life problems.